I rather liked The Demon of Paris, set in 1894 in the world of Toulouse-Lautrec, with Baker's Doctor and Susan Jameson's excellent Mrs Wibbsey investigating both why the Doctor's face appears on the famous Aristide Bruant poster (which of course partially inspired the BBC to give Baker his Doctor's costume in the first place) and also a series of unsolved disappearances. It's pretty obvious how things are likely to unfold but a fun ride.
I was less impressed by A Shard of Ice the third of the series set in a German snowstorm in 1847. The fundamentals are basically there, with the Doctor meeting a writer before he has become famous and avoiding the paradox of revealing his future while also telling him his own past adventures and defeating the 'ideous monster. But I'm not a fan of Richard Franklin's Mike Yates, who is the companion in this pay, and I also felt the story lost contextual weight by using a fictional writer as its central character, where the first two in the series had the Emperor Claudius and Toulouse-Lautrec and his circle.
Still, I'll listen to the other two, just not right away.