(Not even close to all, but that's a good thing.)

I won't even say who comes up and how for fear of spoilers. But you'll be surprised by some things, unsurprised by other things, and overall it almost feels like new Twin Peaks.

It's pretty short. Like 140 pages.

There was also "The Secret History of Twin Peaks", which came out just before the third season. That's longer and goes in a lot more directions. One cool thing about that is that it pretends to be a collection of writings by and interviews with characters from the show, and in many cases they got the same actors to read these sections in the audiobook. So it almost seems like a Twin Peaks radio play. The Final Dossier is basically all written in the voice of Tammy Preston, and she was voiced by someone else in Secret History, so I presume the Audiobook of The Final Dossier wouldn't feel quite as much like a continuation of the show.