This can be a production if the work in question is an eleven-book series (thus far!), but I've done it.
The Gaunt's Ghosts books, by Dan Abnett: the omnibus The Founding ( which contains First and Only, Ghostmaker, and Necropolis), the omnibus The Saint (which contains Honour Guard, The Guns of Tanith, Straight Silver, and Sabbat Martyr), Traitor General, His Last Command, The Armour of Contempt, and Only in Death -- the last four of which form "The Lost" but aren't available as an omnibus yet.
These works are military SF. Bad things happen in them. Good characters get killed. But they have very dramatic plots, and many vividly drawn characters. Filled with honor and friendship and valor. Ibram Gaunt is a deeply developed character, and at any time, a dozen or so Ghosts are major characters. He does a massively multi-POV that lets in him get in a large scope of the battles they are in.
(One trick he has is to develop a character in a short scene. Sometimes this is to make you feel the death. Sometimes this indicates that a formerly minor character will be appearing front and center.)
First And Only is not, in fact, the start of the regiment. It covers enough to let you know, and it tells a great deal about Ibram Gaunt's past. Unlike the rest, it is told with flashbacks. In fact, a lot of flashbacks. It ends on a flashback, which is the perfect note.
Ghostmaker is a fixup. Well, not entirely, but parts of it are. Less of a plot than First And Only or the succeeding novels. Then, you get wonderfully sharp images and descriptions of actions and character, compacting in small sections. It suffers a little because a rivalry with another, aristocratic regiment is central to the plot, and there was a similar rivalry in First And Only -- but not much.
With Necropolis, we have the first novel that starts with their deployment and traces through their involvement in the conflict. Introducing new characters from the world, and starting arcs; this is the style for all the rest, and it works well in all of them. (He carefully varies the actual conflicts they are involved in.) Some arcs started in the first two, but this is where things really get going. While Necropolis does end the first omnibus, it starts some rabbits that run through the next one.
The Saint has more arcs tying it together. One in particular dragged me through all four, trying to get to where it resolved. It did, and I was pleased, but one of the last scenes in Sabbat Martyr started another arc that I desperately wanted to get to the end of. And I did. In Only In Death, it was resolved, and I am quite glad that I didn't pick up this series until that was out. (I will warn that The Lost is rather darker than the earlier seven works.)
Which is why I strongly recommend reading them in order. The omnibuses help; I don't think the novels are individually available for them. But besides the fact that tracking names will give away who dies and who lives in the earlier works, the arcs don't make as much sense if you don't see them building up. Particularly in Only In Death, where there are long stretches of the novel which are so dependent on earlier works that I don't think it would have been intelligible without reading them. As it was, it was a dark and terrible and deeply engrossing novel.
The world-building is good, BTW, although since these are Warhammer 40000 tie-ins, it may not be all to his credit. (And no, I never heard dice rolling.)