'Medraut,' I murmured, 'Do not call me Jocasta, or I will let you borrow my brooches...'
Have this story (published in "Sirens and Other Daemon Lovers," available as an ebook) on hand immediately after reading The Winter Prince (which I highly recommend you do!). Told from the point of view of the antagonist Morgause, it fills in some of the protagonist Medraut's backstory, which is darkly hinted at in the book. It shares an amazing atmosphere with the book which isn't apparent in the sequels: It's full of tension, self-destructive pride, defiance, messed-up family relationships, cruelty, and loneliness.
His lips curled back, barely, and he croaked at me, 'I do not need your brooches.'