The Medieval Angel series is a direct continuation of the story that begins with the Medieval Shorts series, so you should at least play the Medieval Shorts games before the Medieval Angel games. The Medieval Cop series runs parallel, though, and it will provide a bit more details about the story if you also play those -- in which case you should probably play the games in the order they were released (check the dev's profile for that).
The Medieval Angel series is a direct continuation of the story that begins with the Medieval Shorts series, so you should at least play the Medieval Shorts games before the Medieval Angel games. The Medieval Cop series runs parallel, though, and it will provide a bit more details about the story if you also play those -- in which case you should probably play the games in the order they were released (check the dev's profile for that).