Which 40K short stories are an absolute must-read and why?

The question is rather simple while at the same time very complicated. The number of short stories set in Warhammer 40,000 universe is pretty damn huge, and making a comprehensive list is a daunting task, but we're not doing that here.

No, in here I'd like any and all of you to post a number of short stories (say, up to 10, but there's no real limit) which you think are the 40K material, which you think define what 40K is all about.

Reading through this subreddit (and a few other places on the internet) I've come to the conclusion that majority of readers actually prefer (or at least, greatly appreciate) the micro-scale of the short stories as opposed to grand, overarching narratives spanning many books (not at that anything is wrong with those, but we won't get into that here). It seems that the smaller scale combined with tighter yet at the same time more open narrative (due to the nature of the setting) is a great if better recipe for that perfect blend of tragedy, heroism, hopelessness, sacrifice, sorrow, horror and everything and anything else that defines grim dark.

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To establish a few ground rules, however:

1. No Horus Heresy material. This is about 40K and I'd appreciate if we'd keep it that way. You can list an HH story if you really find it absolutely necessary, but again, this whole thread is 40K focused.

2. If the story is in some way connected to a book/character series, please mention that fact i.e. a Uriel Ventris short story connected to the Ultramarines novel series. That being said, stand-alone stories are preferred.

3. Give us a short, spoiler-free description (or at least as spoiler-free as possible) of the story and why you think it defines the essence of 40K and grimdark so well and why you think it's a must-read.

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Thank you for your time.