I just finished The Infernal City yesterday, and started Lord of Souls today. So far I'm enjoying them. It's not epic writing on the caliber of Tolkien or George R.R. Martin, but the story is pretty good. The characters are fleshed out enough where you care about them, and wonder what's going to happen to them. The story while it might not be gripping, will keep your attention, and keep you wanting to continue the story.
P.S. Imo, the second book was more engaging and fun, but mind that it is a direct continuation, you need to have read the first before the second.
I know what you mean by this, the first book seemed to just introduce you to the characters and get to know a little about their personalities, set up most of the plot points, then ended. The second book in the first 100 pages alone, picked up the pace and got even more interesting.
One of my biggest gripes about the books is at times the characters talk as if it's modern times, then other times they talk like it's medieval times like they should.
The TES Universe could benefit from more of these novels, although something more EPIC, and more than a combined 500+ pages.