Going medieval

I'm getting into medieval/Arthurian literature and have amassed a small collection of some major works: The Song of Roland, Sir Gawain and the Green Knight, The Quest of the Holy Grail, Parzival, and The Death of King Arthur (I have both a 'translated' version, and the Malory original text). Alongside these, in terms of modern literature, I have Bernard Cornwell's Warlord Trilogy.

In what order would you read these? Do I start with Cornwell trilogy and then go into the medieval originals? Or build up my knowledge with the old works and later read Cornwell?

I realise that the titles aren't all directly related, but I suspect there will be crossover and want to make the best of the experience. Any advice welcome! And do suggest any other works you think I'd like.