Black Dog Stories 1 and 2 (published in 2016, combining two previously published anthologies). I am a huge fan of Rachel Neumeier, and these particular short stories are all set in the same world, with characters I already know from reading the Black Dog series, and the Black Dogs are not werewolves in any typical sense of the term (though they are shapeshifters....).
Here's what you get in these stories--a chance to spend time with the folks you've already met in the novels, seeing bits of their backstories, seeing them struggle with the pull of Black Dog demonic forces within them, seeing them do ordinary things like Christmas shopping that turn dangerous. Each story adds to the world and its people, and because there's no overarching Plot of Danger, each story is a chance to really get to know the people involved. And Rachel Neumeier does people very well.
Even though many of the central characters are Black Dogs, with a sort of ravening madness that lurks beneath the control they must constantly maintain, they are decent people, people one is glad to see moving toward more positive outcomes both personally and in terms of staying alive. That, coupled with lots of additional bits of world building, including an elaboration of the Christian elements (saints who intervened to tilt the balance away from demons), Black Dog genetics, the effects Black Dogs have in different societies, and a new sort of magical enemy, made me read just about straight through.
If you've never tried Rachel Neumeier's books, but you like werewolves, start with Black Dog (my review) knowing that you'll have lots of great reading ahead of you! If you've never tried her books, but like the books I like, start with Mountain of Kept Memory or House of Shadows.
disclaimer: copy happily received from the author