I read Biblical Theology first, then Pauline Eschatology and have since been reading some of his smaller works. I have not yet read the OT book, but wonder if his Eschatology of the Psalter, reprinted in the back of Pauline Eschatology might give you a taste for which route you want to go. (Assuming we have the same edition; if not, the Psalter writing is available online.)
Do you have the original languages? With these smaller writings, I've been taking the time to look up references in the Greek (where applicable) and it makes me realize how much I missed reading his larger volumes. Also, you might find a way to mark Bible references as you go along. A few pages into a discussion, he will suddenly focus on one word or phrase of a particular verse, and I'd find myself pawing back through to find the exact reference again. (I found having the KJV handy too.)
Reading Vos has been one of the most important transitions for me since my early days of faith. I''m currently reading something by Abraham Kuyper, but want to jump back into Vos when I'm done.