The Assassin's Curse, by Lindsay Buroker, is a short story set in Buroker's steam-punk fantasy series, Emperor's Edge. If you're not familiar with the series, start with The Emperor's Edge before you read this one. Right now, at least, the first book is free, which is crazy, because it's a great book and a great series.
In any case, The Assassin's Curse starts off with Amaranthe and Sicarius training hard, but pretty soon Amaranthe finds a reason to investigate some suspicious smoke in the distance rather than finishing training. Of course, this soon snowballs into an mini-adventure which takes place over the course of a couple of hours.
The story doesn't move any of the main plot or character development arcs forward, and it doesn't show us any new facets of their personalities, so you can skip it without worrying about whether you're going to miss out on part of the series. OTOH, if you like seeing the Amaranthe interacting with Sicarius and getting herself in and out of scrapes (and who doesn't, really?), then you're guaranteed to like this, too.