From Liquid Passion:

Over lunch, Bun and Nagiko have a conversation about Bun's eventful love life. When Nagiko begins pressing Bun about his relationship with Daisuke, Bun finds himself making excuses about his refusal to have Daisuke choose between his lover and the little woman. Later, Bun questions the reply he gave Nagiko. Was his answer just a cop out? Will Bun finally confront Daisuke about what he truly wants out of their relationship?

Miyamoto Kano's "Walker" universe timeline:

1. Are You Enemy?
2. Not/Love
   -- Not/Love dj - The Reason Why We Live Together
   -- Not/Love dj - Dog Days
   -- Not/Love dj - Demonic Conversations
   -- Not/Love dj - Brand New Lover
3. Heat (MIYAMOTO Kano)
   -- Under the Skin
   -- Lizards, Angels, and Daemons

The ones on ( -- ) are doujinshis. They give background or "add into" to some key points in the main story line. So you're not really missing anything even if you don't read it.