Not necessarily. It depends on your reading preferences and how much background and additional context you want for the main story.
It really varies. Some people find the short stories add depth and understanding to the Hellboy universe, while others can enjoy the main story without them. It's up to you and your interest in exploring more facets of the series.
I don't think they're strictly necessary. The main Hellboy story can stand on its own. But if you have the time and inclination, the short stories can offer some interesting side adventures and character developments.
A practical answer is Chapter 99, because it turns the idea into a concrete scene. The chapter opens with Seeing the man approach, one of the individuals with a long scar across..., adds pressure through And so, a ludicrous and chaotic scene unfolded— A tall man wearing..., and ends on Just as she.
Chapter 123 is the strongest chapter-level answer because it starts from After He Yun also carefully rolled up her trouser legs and walked down... and follows through on Seeing this, He Yun chuckled softly to himself, then glanced at his own....
If you want the clearest chapter reference, go to Chapter 120. Early on, Facing the sudden and somewhat strange request from Jiang Li, Director Sun...; later, the chapter leans on But, as if by some mysterious force, he still instructed his assistant to....
Look to Chapter 106 for the clearest answer. It begins with Thinking of this, He Yun nodded with a hint of anticipation., keeps building through Alright, then tell me my fortune, what do I need to do?, and lands on Jiang Li's fingers lingered over the three copper coins, her clear voice....
If you want the clearest chapter reference, go to Chapter 124. Early on, Since there were too many points cards inside Jiang Li's barrel, Director...; later, the chapter leans on However, Jiang Li merely lifted her eyelids and said indifferently, "No....
The best chapter pointer here is Chapter 101, "Hello, My Name is Zhao Daniu". It opens with Jiang Li walked over to the slope where the two had fallen down. and closes on If you encounter any trouble in the future, you can come to me..
Chapter 111 is the strongest chapter-level answer because it starts from The main room's door was pushed open just a crack, and the head of the... and follows through on This time it was in a dream..
Look to Chapter 80 for the clearest answer. It begins with Jiang Yan and Wen Jiaojiao, one so smug he was almost ascending to the..., keeps building through And this was exactly the scene Director Sun wanted to see., and lands on arrogant princess with Princess Disease, I'm totally for it, fam.].
Look to Chapter 114 for the clearest answer. It begins with As time passed, the number of viewers in the live broadcast gradually..., keeps building through After a whole day of trending searches yesterday, the popularity of..., and lands on But just now, an uncle came and said not to give you.
Look to Chapter 126 for the clearest answer. It begins with Wen Jiaojiao initially wanted to cause trouble., keeps building through But when her gaze swept around and landed on Jiang Li, who was standing at..., and lands on The trolls lurking in the live stream immediately seized the.