Speaking as a huge, huge Bujold fan--there is also an element of "author's first novel, written c.1984" to Shards of Honor (the first half of Cordelia's Honor. If you're particular about going in order, be assured she gets better. If not, I've seen Komarr suggested as an alternate entry point--it makes a lot of the most intense drama of the series backstory, but I don't think actually spoils it. (I personally came in at The Vor Game, which was bewildering, but I was twelve and it was on my brother's bookshelf.)
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