Zafon returns! This is a clearly a series for bibliophiles, from the way each novel in the series is itself the name of a book within the Cemetery of Forgotten Books world, to the vocations of the characters, be they librarians, bookshop owners, or authors.
What The Prisoner of Heaven does is pull together more tightly the other two novels in the series by linking them each into the story in revealing and thoughtful ways. I certainly have come out of reading the book with a greater appreciation for The Angel's Game, even though I consider Prisoner of Heaven to be the better novel in terms of capturing my interest. The Shadow of the Wind is still the best novel of the three though.
That being said, the note at the beginning that the novels in the Cemetery of Forgotten Books series can be read in any order as they are independent novels in their own right may have some reasoning behind it, but I cannot see how that would be of benefit to the reader and I would recommend you read them in order: The Shadow of the Wind, The Angel's Game, The Prisoner of Heaven. Otherwise some of the events in the Prisoner of Heaven will spoil the mystery and suspense of the first two novels, which come to think of it, probably could be read in either order as the linking between the first two is small, it is this novel that brings them into a cohesive whole.
The Prisoner of Heaven is a little different from the previous two, it is not as much a mystery / detective / historical fiction novel. Rather than finding out bits of information piecemeal and putting them together yourself, the information about Fermin's past, Daniel's mother, and other bits comes in 'infodumps' by way of Fermin telling Daniel his past.
This may all be because it is... short... oh so short. At 275 pages in hardback this is going to be a paperback just over half the size of the Shadow of the Wind, and it seemed to me, that given that a fourth in the series is clearly in the offing, that this is merely the first part of a third book. I say that because just as I was getting pulled into the world Zafon has created, I realised I was near the end of the book and instead of being enthralled for another three to four hours, I was done in one. I think the book only took me about three hours to read, and having to wait who knows how long for the next one, that disappoints me.