The Amber Spyglass.
The story isn't very long at all, just a short story called "Lyra and the Birds." It's about the trouble Lyra and her daemon get into when a witch's daemon seeks her out, and how she gets out of it again. There are also some bonus materials, such as maps of Oxford in Lyra's world. The bonus maps and illustrations show up fairly well on the Nook, though you do have to zoom in to see anything. They probably aren't as interesting as the fold-out map would have been in the collectible hardcover edition. (Looks like it's gone to paperback now.)
It's certainly not a necessity to read this as part of the trilogy, but if you always wondered what happened to Lyra after the end of The Amber Spyglass, you might enjoy taking a quick peek into her world again.