Surely by now you've already finished the terrific Mitford biography The Sisters, which I recommended two days ago. Now you're ready to dive in to the heady and diverse world of Mitford-penned books.
The place to start is with Nancy Mitford, the oldest and the most literary. Several of them wrote and published, but Nancy made writing her career, and since she never married and had to split an inheritance six ways, she truly wrote to make a living. She was close friends and correspondents with Evelyn Waugh and very much a part of the "bright young things" literary scene in pre-war London. Her books are the Roaring 20s equivalent of a good romantic comedy. I love Love in a Cold Climate and The Pursuit of Love, both of which make for a funny, breezy read.
If funny and breezy aren't exactly your thing, turn to Jessica (Deca) Mitford, the second-youngest daughter who moved to America and was a dedicated member of the Communist Party. She wrote several volumes of memoirs, the first of which Hons and Rebels, is truly excellent and was really widely read in Britain. This is a great pick if you enjoyed the biography, because it is much the same-- anecdotes of a life among six sisters (I should probably mention they had a brother who was largely unremarkable) in the British aristocracy. But if you prefer your aristocratic non-fiction with a touch of the macabre, I would recommend her best-selling piece of investigative journalism, The American Way of Death, a damning revelation of the corruption and excess of the funeral home industry. I had to read portions of this in high school and it was hard to stomach, but even all these years later it is still a fascinating read.
Finally, there is Deborah Mitford/Cavendish, Duchess of Devonshire, whose bibliography would give Martha Stewart a run for her money. In addition to her own memoirs about life as a MItford sister, she published volume after volume about Chatsworth, her estate, including gardening books, photography books, histories, and cook books. The publication and sale of these was part of a larger scheme to make Chatsworth a public institution, thereby preserving it, and it was quite successful. If you visit England and tour any historic homes or estates, you have Debo Mitford to thank for it.