Glad I could spark some interest in the series. It's a little hard to say where you should begin, though. Let me say this, though. You shouldn't jump right in with part 3.
The original Last Bible was released in English as Demon Slayer, however the GBC and GB release of Last Bible weren't really that good (even in Japanese). When I played the first game in English, I thought the nearly nonsensical plot was a fault of poor localization, but I played the Japanese version later on, and I found that it was (aside from a few missteps like dollars instead of the makka sign) a rather faithful translation of a poor original script.
The Game Gear remake of the first Last Bible is the BEST way to play the first game in the series, however, it hasn't been translated yet. (I plan to get around to it eventually.) The script was thoroughly revised and expanded to include much more detailed exposition, and plot developments that actually make sense. It even continues beyond the GBC's "final battle" to show the true last boss of the game.
In order to fully enjoy LB3, it's not really necessary to play Last Bible 1... However, anyone who plans to play Last Bible 3 should definitely play Last Bible 2 first. (I recommend the GBC translation that I did with Esperknight and Prez years ago.) It will increase your enjoyment of LB3 substantially if you've played LB2 beforehand.
So I say start with LB 2, next play LB3, then wait for the ultimate version of LB1. As for Last Bible S, it can be played at any time, but if I can suggest anything, you should try to beat LB 2 first before LB S. If you skip 2 and go straight to S, it won't affect your enjoyment on a substantial level, though. LB S largely stands on its own.
And boy, I'm glad to hear that somebody else appreciates in-dialogue pauses! But keep in mind, this is only used for spoken lines, so if the dialogue window just shows what's written on a sign or in a book, or if some narrative / system text appears, that sort of text will be printed out in the standard way.