Coincidentally I just finished Annihilation. Bought the lot during a sale because I always read positive things about it. And I thought it was pretty bad, exactly because it's so badly integrated.
It started off with a really terrible Drax miniseries. Not only bad, but completely superfluous - the only thing it tells you is that Drax can now talk, looks like a bad 90s Image grimdark character, and has a really annoying teenage sidekick. If you skip it and start reading the saga proper, all of this information is immediately apparent from simply looking at the first panel that Drax shows up in in his biker pants and with a teenage sidekick.
Also, even more damning: the entire story of that Drax 4 issue series could and SHOULD have been told in 1 issue tops. There's simply not enough of a story for more. But, they're writing for the trade and the powers that be had already decided that every part of Annihilation would be 4 issues.
The subsequent Nova an Annihilation main series were decent though. Fun. Nothing special, it's all very predictable, but it's fun.
Just as I'm starting to get into it, the fucking Super Skrull miniseries crash-lands into the saga. Bloody hell, it's like 10 year old fan fiction level bad. Tried reading it but didn't even make it to the end of the first issue. Had to skip, but as it turned out it really didn't add anything that I couldn't surmise from simply reading the subsequent main series.
Then in drops the Ronan miniseries jesus fucking christ. Not quite as bad as the Super Skrull series, but man - a character that works as a villain doesn't necessarily work as a main character. Especially if there's zero depth and actual character to that character. Ronan is incredibly one dimensional, a real challenge for any writer. This writer failed miserably and from the looks of it didn't even try.
Skipped through to the end, reading it superficially, and it was fine. Thanos was written really bad, but he's a difficult character to get right if you're not Starlin. He didn't sound or act like the mad titan we know.
Then an epilogue about what all the heralds did afterwards. "Terrax became an employee at S-mart and AXED the prices" or somesuch. Literally nothing interesting happens in the interminable epilogue and the actual ending would have been a way better ending. Just like the actual beginning would have been a way better beginning.
Thinking about it, dropping all the low quality superfluous stuff would have meant everything would fit in one trade instead of two. Hmmm
To summarize: all the tie-in stuff often sucks. If there's a good main series, I often enjoy just sticking to that and ignoring the superfluous rest
In regards to that Hickman run: when I read it, I simply read all the Hickman stuff. Not out of principle, I simply didn't think of looking up a reading order. I just started with his Fantastic Four/FF stuff, then read Avengers, and finally Secret Wars. Loved it. I didn't ever feel like I was missing something. It worked as a satisfying, complete story. I'm sure there are details that I didn't notice, but you really really really do not need to know everything about a setting or character to enjoy a story. In fact, less is often more.