You should do it, the vast majority of times you just get a robo email politely declining your story, and it's pretty painless relatively speaking. Are they short stories or novel length? The route towards publication is vastly different for the two.
They are short stories that are all set within the same fictional universe and are vaguely related to each other. The idea behind the stories was to publish them all at once as a book, but they could definitely be published individually as short stories as well.