The collection is not a series. Not really, anyway. The books are connected, the work together, but it's not a series.
Still, because of the way the books are all connected, I'm writing them similarly to the way others write a series. Specifically, I'm creating a series bible.
The idea behind a series bible is to have notes and information all in one place that I can reference as I'm working on the books. That way, when I write about Cameron, who first appears in the coffee house book, in a later book, I have notes about him to keep consistency in his character and story.
The biggest thing in the series bible so far is character biographies. The characters are the driving force in the books, so it's important to have that information handy. That's not all that's going to be in there, though.
I have charts that show relationships between characters as needed for the stories. I have a sheet that shows which books the characters are in, since there is crossover. And I have an overall story arc for each character that spans the whole of the collection.
When you create a world in a series or collection, you have to stay true to it and write within whatever parameters you establish. A series bible helps you do that.
Nathan Bransford has a nice post about creating a series bible, which he used for Jacob Wonderbar. If you need a series bible (and you do if you're writing a series), I encourage you to read his post.
Do you have a series bible? How has it impacted your writing?