First and second story is skippable, though I'd recommend trying the third because tonally it's a lot different and it's significantly better than the previous two stories. Probably one of my favorite one-shots to date.
2-1-3 <-- Best to worst... but it's not like the third story was all that bad it's just average
The second story turned out really fucked up with Mai pushing her friend? to suicide but it can also be seen as her murdering her.... well either way we won't know what exactly happened that night....