I recommend Heroides and Metamorphosis by Ovid. They are not Greek mythology per se but they are very interesting! Also Chronika by Apollodorus of Athens, Argonautica by Apollonius of Rhodes (and any of his foundation-poems) and Sapho's poems.
Please look into the history of Dionysus and all his depictions. It is so interesting.
I also recommend the Iliad.
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