I read "The Mystery Knight," the 3rd novella featuring Dunk and Egg, in the Warriors anthology. It was along the same lines as the other two Dunk and Egg stories, and I enjoyed it.
In this tale, the hedge knight, Dunk, and his squire, Egg, head to a tournament (to get a free meal!) and end up accidentally getting involved in a big political maelstrom.
Again, by reading these books, a fan can learn more of the backstory of Westeros and the history of Targaryen rule. Again, these stories are not exactly light, but I'd say they're not as grim as the main Song of Ice and Fire series.
This jauntier tone is partly a result of Dunk's outlook on life. Dunk is a poor but honorable hedge knight, almost seven feet tall and in his late teens. He thinks about girls and hopes to win just a little bit of gold so that he and his squire can eat--but something always happens and he ends up getting mixed up in things he doesn't entirely understand. He's not ambitious, greedy, or cruel, and his relatively innocent spirit has so far led him both into trouble and out of it. It is interesting to see what Egg learns from Dunk over the course of these stories. I think he'll turn out to be very different from most of his family as a result of squiring for Dunk.
You actually get to meet Bloodraven for a minute at the end of this story, which will be interesting for anyone who has read A Dance with Dragons (look online for theories relating to this if you are curious).
I am purposefully trying to avoid finding out what happens to Dunk and Egg between the time of these novellas and the time of A Game of Thrones. I'd rather just hope for the best for them in all their adventures. I'll read the next Dunk and Egg tale once it is published.