Have read all but The Kids Are Alright.
Both On The Way To A Smile and Maiden Who Travels The Planet are definitely worthwhile for those who have finished Original FFVII and are going to watch Advent Children, as these help to explain what has happened in the 2 years in between. Although the Advent Children Complete DVD comes with OTWTAS case of Denzel as a short animated feature included.
Traces Of Two Pasts is fantastic. However does contain some slight spoilers for anyone who hasn’t finished the Original. The backstories of Tifa and Aerith being really fleshed out gives a lot more depth to their characters.