They’re character-centric, rather than plot-centric, so it kind of depends on how into the DS9 characters you are, particularly Major Kira (because Mirror!Kira features significantly in all of them). All but one of them are also to some extent about dealing with characters who are dead in the prime timeline.
Crossover - Is a pretty straight-up MU episode - characters end up in the MU, it’s quite grim (only the DISCO one is grimmer, and not by much), they try to get back.
Through The Looking Glass - Builds on what happened in Crossover, basically a Sisko character-focused episode.
Shattered Mirror - Builds on Crossover/TTLG (this was how DS9 differed from the previous - and later, until DISCO, Trek shows - it actually continued threads regularly - where TNG only really did it with Data, for example), Sisko-focused.
Resurrection - Mostly not set in the MU, about Mirror!Bareil (Kira’s old long-time BF was Vedek Bareil in the prime universe) coming over. Basically a Kira-centric character piece.
The Emperor’s New Cloak - An MU-set comedy episode. No seriously. It’s very silly. I kind of enjoyed it despite myself. Vic Fontaine is an actual physical being it it, somehow (possibly an android but still…), and there’s a lot of taking the piss out of the notion of the MU and whether people should be acting like they are and so on. There are a couple of bits where you’re not sure if they’re taking the piss or just being trope-y/lazy though.
I’d say watch Crossover, but you can skip the rest unless you’re enjoying them.