The first option was my original intention - publish three volumes (prequel, during the change, and the longer overview story), and sort the stories to their proper place.
The other option is to publish each story individually. The reason I got this idea into my head is The Big Pink Book's lack of sales - which I can't help but think is due (at least in part) to the anthology format.
The downside to publishing them individually is the amount of work I'd have to do on the covers. Going from three to a dozen covers is quite a bit of work, and honestly, I run out of (doable) ideas. The upside is a lot higher monetary potential.
So what do you all think? Three books of short stories? Or individually published stories? What's your preference as readers?