I've been working my way through the twelve book Olympians series by George O'Conner (
https://www.goodreads.com/series/6928...). It's a comic book take on the myths surrounding the major ancient Greek gods. I think my favorite books so far are Artemis, Hades and Hermes, though I've found all but Zeus super enjoyable. Each volume can be read in an evening and there's reading notes at the end. Try it!