Somehow I completely missed this one even though I read all of his other work, including short stories in Adventure Journal.
And it's exactly what I've been missing all these years.
Crisis of Faith has a separate story of its own, but in the last few pages it bridges the gap between Choices of One and Heir to the Empire, wraps up Nuso Esva storyline, gives us glimpses into how Empire of the Hand operates under Thrawn's leadership, explains why Thrawn chose Pellaeon, why he started keeping Rukh with him at all times...
A definite must-read for anyone who is unhappy Thrawn got retconned and we'll never get the rest of his story from old EU.