BUT! There is Quicksilver.
Quicksilver is a short little book that covers a few of the tales in which Hermes appears - Persephone and Hades (Persephone as PERSY, get it?), Perseus and Medusa/Andromeda, and Calypso and Odysseus. It also sheds some light on where he wasn't in the tales - what Hermes was doing, most importantly, during the Trojan War.
The best thing about the book is - surprise surprise - Hermes himself. Of course he's got the sense of humor and sarcasm that I expect. (The first sentence: "It's dark and gloomy and it smells like dead sheep, but when Zeus says go to Hell, I go.") But what I love about Spinner's Hermes is his vulnerability. As arguably the most mortal of all Greek gods, Hermes is very human. He needs Zeus's attention and approval as any son would; he misses his half-brother, Apollo; and the pointless Trojan War, as well as his family's involvement, makes him irritated. He's actually kind of a pathetic character, with no special talents besides his feathered sandals and his job as messenger/leader of the dead. But it's a sympathetic kind of pathetic, and it works well against his cheery exterior.
The retellings of the myths are good: more in-depth, with non-traditional details thrown in. The details are necessary, since Hermes has few to none of his own myths, and he of course has to be doing something while Calypso frees Odysseus or while the Trojan War goes on. My personal favorite was the Perseus/Medusa myth - Hermes's interactions with Perseus are great to read.
Spinner's style is clear and understated, which is good for Hermes's voice. Sometimes I wish she had been a little more involved with her story, because there are times when it's hard to get into it - especially with the Trojan War, or his later falling in love with Calypso. If she had dug more into the stories and made the book longer, then it would have been easier to read.
But maybe cutting it short would cut out some of Quicksilver's charm. As is, it's a pleasing little tome that splits the difference between retelling and reimagining very successfully.