I don't know how I stumbled upon them, but I am glad to have gone through his audiobooks Mythos, Heroes, and Troy. Absolute treat to listen to the stories and the narration is just perfect.
There is no index at all! Why on earth would the publisher leave that out?
My partner is reading Heroes, and says it's much more like a novel, with a contiguous narrative structure. Maybe I should just skip forward to that one.
The important ones are going to recur over and over again. No need to pay much attention to the identity of minor Gods.
It isn't absolutely necessary to have that story in mind, but if it were completely irrelevant, he wouldn't call attention to it.
I also feel that the book would work better if Fry, for example, narrated Prometheus' story in one go, instead of diverting to unrelated stories for quite some time, and only then return with no connection to what came in between.
I fully concede that it may simply be a matter of preference.