some minor DxD Born spoilers are included in this Review
First, I want to give advice to anyone who've watched DxD Born and satisfied with it, you should SKIP this episode, just go to first episode of DxD Hero, there will be animation difference you'll either content or disappointed. But plot-wise, I don't think we need this episode as "bridge", we can continue into 4th season(DxD Hero) with final Born memories in mind.
Story:
As I stated above, this one is has some differences from final 4-episodes of DxD born but I think it's unnecessary. Main difference is Rias 'Arc' that's completely removed. I don't read the LN, so I don't know the reason, but to us who've watched Born, we can't just erase it from our memory, right? The other major difference is how they resolve Issei rampage, and I would say this with 100% confidence, how DxD Born resolve that is ten times better than this. How could you change beautiful moment into silly joke? I don't care even if that's deviation from Novel, I still think it's unnecessary to create special episode for this crap.
Art:
Different studio handle 4th season including this, it's not unusual if they want to change art and animation style. I don't really want to complain, as mostly it change into lighter tone but at least they're still recognizable. BUT.. the one that I won't accept, and probably stay the same for entire 4th season is.. Rias Appearance. What a terrible things they did to the mature, elegant, beautiful looks of our Ruin Princess, they completely ruin it (no pun intended). And here, they change her into cliche cute and plump girl. Usually I like those kind of character art, but for Rias, that's complete bust of character. And I need to endure it for this and next installation of DxD?
So to summarize this, I won't recommend this episode for DxD anime fans (anime-only, as LN reader would have different perspective). That recommendation also applied to those who are completely new to DxD series (are they even exist?), they would need to watch the first 3 season anyway, and that's from different studio, result in different art style and plot, like it or not.