Try and sample a few. The actual content/character and writing style will make a difference and some will appeal more than others.
I really enjoyed any of the Trazyn stuff - War in the Museum is a good short story but infinite and the divine is awesome.
Picked up the eisenhorn trilogy and can’t put it down. Nice paced detective thriller in 40k universe
There are a few samples of short stories. Try them and figure what you love to read and start there. Don’t try and do the whole thing in release/timeline.
I would at least check mouser.com
Point it at Europe site and see how you go. I have had good luck with shipping from them to both Europe and Australia with decent time.
Had to batch up my orders to make best use of shipping cost.