As lush and richly imagined as its parent novel, and still -for all its age- capable of raising an eyebrow even today. These three tales drip their Arabian Nights setting, but with a definite leaning toward the darker side (they are, after all, related in Hell); covering evil for evil's sake, lust (of all varieties - I mean, incest and necrophilia get a look in!), utter single-mindedness and self-absorption, fratricide (and most of the other 'cides), and many other black delights besides.
The prose, even from a contemporary viewpoint, never cloys, and is clear, consistent, and engaging throughout. I could happily have read many more of these, but we only have three (and the third is unfinished). If you've read Tanith Lee's Flat earth sequence (the first modern stories that spring to mind as comparable), and -of course- if you've read Vathek itself, I can't see why you wouldn't find much to enjoy in The Episodes.