Book 1 is the weaker of the two books, for these reasons:
Although Melina's role in the magical world is new to urban fantasy fiction, her character traits are not. In book 1, she's whiny, addicted to coffee, loves her eccentric car, wears all black clothing, and carries on an endless interior monologue about the minutiae of her life—just like so many other heroines out there in the UF world. Can't we have a heroine who wears something other than black tank tops? Luckily, Melina's character settles down and stops whining in book 2 (still wearing all black, though). Also, although Melina is supposed to be smart and streetwise, she does some very stupid things in book 1(like the security camera incident and the time-worn climax—going off on her own to solve the case all by herself, leaving her entire team behind). Melina's character is much more likable and logical in book 2—not so much whining and coffee drama and not so many uncharacteristically dumb moves.
Here's Melina as she meditates about her life: "It’s hard not to feel like you’re drowning when the only thing you feel you have to hold on to is a sign saying that you’re in over your head." (p. 191, Dead on Delivery)
Here, Melina muses about Paul (the werewolf): "Paul was still watching me with a hungry look on his face. Therein lay the problem with getting involved with werewolves. I never quite knew whether they were planning on eating me, humping me or peeing on me. I'm not sure they knew half the time. Besides, Grandma Rosie always says that if you lay down with dogs, you'll wake up with fleas. Just thinking about it made me want to scratch." (Don't Kill the Messenger, p. 45)
Relationship with Mae:
This is a book-one issue. Even though Mae is supposed to be Melina's nearly life-long mentor, that relationship is also undeveloped. In fact, when Mae suddenly turns on Melina, castigating her for not being more responsible, it seems to come out of nowhere, with no reason or warning.