I enjoyed this collection of connected short stories, the five longest of which had been published in Thieves World "shared universe" anthologies in the early 1980's, set in Sanctuary (a seedier companion to Lankhmar or Ankh-Morpork).
To give its full title "Tempus and his right-side companion Niko" is more about Niko and his impressions than about Tempus. The stories generally alternate between those set in Sanctuary and Niko reflecting on those stories and what "lessons" they might have for him whilst he has exiled himself to Bandara (a mystical place, a nexus of dimensional flux), on the edge of the world and peopled by monks. These Bandaran connecting stories work well in framing the original stories and providing an over-arching narrative to the stories.
"Hell to pay", which is the last substantive story from the original anthologies is set after the three "Beyond ..." novels (originally published 1985-86) and the final story feels as if it is leading into the next story - which may be The Sacred Band?

Vashanka's Minion originally published in Tales from the Vulgar Unicorn
A Man and His God originally published in Shadows of Sanctuary
Wizard Weather originally published in Storm Season
High Moon originally published in The Face of Chaos
Hell to Pay originally published in The Dead of Winter
Please note that two substantial stories "Wizard Weather" and "High Moon" are also the first two chapters (about 40% of the book) in "Beyond Sanctuary", Morris' 1985 novel (first of a trilogy) taking Tempus and Niko, as might be expected from the title, out of Sanctuary, although these stories are set in Sanctuary. I therefore have copies of these stories in three books! ( )

Tempus, and Niko, his right-side companion, starting out with some work previously published in the Thieves' World books, and striking out on more adventures (and, in the end, away from Sanctuary). This is the first of four novels.

Tempus
City at the Edge of Time
Tempus Unbound
Storm Seed

I'm not sure why they're listed wrong on the two Series that they're in, but no matter. Here's the listing from the ISFDB entry:

http://www.isfdb.org/cgi-bin/pe.cgi?27645 ( )