Because there's three Special OVAs, I'll go through them systematically:
THE SCARY CHIMERA PLAN is very good. The dream sequence which features the proposed super-chimera is very funny. Plus Naga and her clones generally smashing and laughing their way in order to find Lina. Overall: 7 out of 10.
JEFFREY'S KNIGHTHOOD is kinda like a Slayers take on Mission: Impossible. The scene where Lina tells the bandits that Naga's gonna get naked is an absolute hoot! Overall: 7 out of 10.
MIRROR MIRROR really shines. The shadow copies of Lina and Naga are excellent. The Shadow Lina's a simpering humanitarian, whereas Shadow Naga has no self-confidence and is embarrassed by her outfit! Overall: 9 out of 10.