Not, mind you, a selection of incidents in their lives. One escaped a location and is considering ending up -- somewhere. Another undid some necromancy and might end up unwinding the whole thing. So it's semi-episodic. Pools on the meandering stream, rather than ornamental and artificial pools in the garden.
Full episodic does have the advantage of allowing each story have to its own structure and not the thing as a whole. A sequence of stories -- has me torn between plotting out the thing high level, or just plunging into each one and feeling my way to the next.
At least it makes a fix-up easier.