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To me, the simplest, and best, way is to use calibre. Add all the books to calibre, set the series information correctly and then let calibre do the work. You might need to resend the books, but, if the metadata of the copy on the device matches that of the copy in the library, they should match and the series info will be updated on the device. Then you can use the series list and sorting.
Another way is again using calibre. You can use a metadata plugboard to change the title and other metadata when sending the book to the device. And, this can be updated later as well.
Another way is to edit the metadata in the books and put it on the device. Again, you can use calibre for this, but, there are other tools to do this. Sigil will do it and I think there is at least one metadata editor out there.
The last method I can think of is to update the database on the device directly. That is probably the riskiest and time consuming.
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