Re: "Kvilhaug's interpretation is that these are initiatory tales, and that the sequence of tales shows a soul getting part of the way there, dying, reincarnating, and then getting further along each time, turning what can feel like a loosely-linked anthology into a coherent spiritually relevant cycle."
This would be a cool exercise for anyone wanting to write their own myth cycle - figuring out which lessons should be learnt in each 'life', and what order to put them in.