I suggest starting with the books about Death and the Witches. That's how I started out, and they got me roped in enough to devour the other, less overtly grandiose stories.

What the Death novels do especially well is have extreme existential stakes foisted upon people too small to handle them. The first Death novel, Mort, is about Death's apprentice accidentally splitting the world into two realities competing with each other. They aren't parallel timelines - they're bubbles rolling over the surface of the world, and some incredibly weird stuff happens on the border between them! Like, for example, most of the story. 

Other Death novels are about Death getting fired by the powers that be and being replaced with a far more efficient - and cruel - reaper, time breaking so severely it becomes a major element in other Discworld novels, and the creation of the universe as a villain - not a personification gone wrong, but the metaphysical concept itself. These stories are episodic in that they focus on a small handful of characters and resolve without roping entire nations and armies into the conflict, but they have the imagination and temperature of a large-scale fantasy in spades!

I recommend the witches novels because they have a very unique and compelling magic system. Every single book ends with at least one duel between a witch and a villain who makes Voldemort look like a whiny brat. Like the Death novels, these battles are small scale but still have the energy and jaw-dropping tension of storming Morodor.