For whatever it's worth, I wrote a trilogy a couple of years ago that had a collection of shorts attached to it. I wrote the first book in the trilogy, and then all these snippets that were history/backstory came to me, so I wrote those before writing the second and third in the trilogy. I drew on the information in the shorts for the second and third books in my trilogy. I found writing the wee shorts helped me to clarify the characters, what motivates them, why they act the way they do... And having the info from the shorts helped make the second and third books of my trilogy better than they otherwise would have been.

So I say, go for it. Write the shorts. Even if they don't get published, it's the history of your world and it'll help you write the novels better.

As for the plagarizing angle, I honestly don't see how you could plagarize from yourself as the definition of plagarize is: take (the work or an idea of someone else) and pass it off as one's own. (bolding mine) You're not taking someone else's idea, it's your own.