(I have read through book 4, and I'll be reading the 5th by the end of the month.)
I do think it's interesting that you have a--I'm not sure if I want to call it a "strategy" or a "writing style"--that is only possible in the age of ebooks. Do you think that is true? You can release something that's too long to be a short story and too short to be a novel. (Stephen King wrote an essay many years ago about how he loves short stories, but he loses money on them.) Would a domestic publisher shoe-horn you into a more traditional-length work?
And I have to ask. Who would YOU like to see in the movie version?