I would start with Timothy Zhan's Thrawn trilogy. They have been collected into a single collection (Heir to the Empire: The 20th Anniversary Edition), but the first novel is Heir to the Empire, the second Dark Force Rising and the third The Last Command. These take place after Return of the Jedi and were among the first Expanded Universe works.
incorrect. They take place 5 years after Return of the Jedi.
1st book that took place DIRECTLY after Return of the Jedi. Truce at Bakura.
Also the Rogue Squadron books are a good read, Courtship of princess leia happens after the X-wing books, then you have Timothy Zahn's trilogy. Though you don't have to read the inbetween books to pick up Zahn's trilogy. But it does fill in a few gaps.
I still am hoping that 7-9 is the Zahn books and they just use CGI like in Starship Troopers "Invasion" or find replacements for the original cast. But i think that is doomed.