This "special" is at the end of each episode and doesn't really contain that much stuff.
Most of the time its just Mur Mur talking with the characters in the anime. Sometimes, but rarely it does give some extra background info about the characters (ie. where they lived etc.) but its not necessary.
Its comedic relief (which i don't like), which breaks the suspense.
Should You Watch It?
Yes if you like comedic relief, Mur Mur or just have some extra time. If you watch 1 episode each day, breaking the suspense doesn't really matter.
No if you dislike comedic relief, hate Mur Mur, or is short on time.
If you continuously watch episode after episode of the anime, you probably don't want to ruin the suspense, so you should not watch it.