In order:
1: Hjikata and Ogata's first meeting
2: Shiraishi's nickname explained
3: Bear hunting side quest for an Asirpa family heirloom, also: gay yakuza
4: Beastiality content warning
They OVA's aren't strictly mandatory, but all but one of them include treasure map tattoos which so heavily drive the plot and there's lots of character background, so definitely recommended. Lots of good, relevant content.
Also loved the shorts where Asirpa presents animal facts.