The winglets are amazing. I haven't read either legends books so I can't really say for them. Of the winglets, though, Assassin and Deserter are some of my favorites. Assassin focuses on Deathbringer's backstory and includes one of my favorite quotes. Deserter is focused on Six-Claws, Dune, and a lot of prominent first-arc SandWings.
The other two, Prisoners and Runaway, are pretty interesting too. Prisoners is actually told through, if I remember correctly, written notes by Fierceteeth and Strongwings with one of their guards, Saguaro while imprisoned. It's pretty interesting. Runaway takes place before Darkstalker, telling how Arctic and Foeslayer met. Fun lil fact: it's the book that takes place the furthest back in time. (excluding the bit from Freedom in book 15. Not a full book, doesn't count)
If I were to recommend them in order of personal preference, I'd say Assassin, Deserter, Prisoners, and Runaway.
(I totally didn't use this comment as an excuse to express my love for the winglets. no way! i would never!)