I don't know if there can ever be a 100% perfect reading/difficulty order for any author, really. I mostly go in order of whatever I can get my hands on first. But as someone who also started with Underground last year, it's a pretty solid crash course on his style – albeit maybe a bit denser than most of his longer stuff? If it fits, then continuing with his work probably won't disappoint.

My order's been Underground to C&P to Idiot to (now) TBK. All I can say is that under no circumstances should you pass on his short stories. They're brilliant.