It starts very slowly and the worldbuilding is exquisite and you will likely uncover many facets only upon rereading it. However, it is well worth persisting.

Works with considerably more action are Olympus and Ilium.

It's Canterbury Tales structure put me off and the reveals didn't do anything for me. I think I stopped after the second book.

Try Flashback, it's darker but genius as well, maybe more approachable.