I asked Diana earlier this week on Compuserve if she would respond to that question in public, and she's now done just that. She posted the following on her blog today:
The Lord John novellas and novels are sequential, but are built to stand alone; you don’t need to read them in order.So there you have it. I hope Diana's comments will be helpful to some of you.
In terms of their relationship to the larger Outlander novels: These books are part of the overall series, but are focused for the most part on those times in Lord John’s life when he’s not “onstage” in the main novels. This particular book (THE SCOTTISH PRISONER) focuses also on a part of Jamie Fraser’s life not covered in the main novels.
All of the Lord John novels take place between 1756 and 1766—SCOTTISH PRISONER is set in 1760—and in terms of the overall Outlander novels/timeline, they thus occur more or less in the middle of VOYAGER. So you can read any of them, in any order, once you’ve read VOYAGER, without getting lost.
If you do want to read the other Lord John books and stories in preparation for SCOTTISH PRISONER's release, I would recommend reading BROTHERHOOD OF THE BLADE, at least. It's a very engaging story that gives a lot of insight into Lord John's character, how he thinks, and what motivates him. I found him much easier to understand after I read that book.
You can find the order of all the Lord John books and stories here.