1. Twin Peaks does PERFECT intros of some of the characters. Those intros wouldn't have the same impact if those characters are introduced by showing the "after-the-fact" prequel first.
2. FWwM is R-rated, while the TV show is obviously PG at most. If you intersperse FWwM, all of your final films could have that same adult feel as a the rest of Lynch's films.
3. FWwM gives away some pretty big spoilers.
It would also contribute to the overall story arc of your trilogy of films since the FWwM plot could unfold over all of them.
Just my 2 cents. Whatever you do with it, I'll experience them with an open mind (and dropped jaw).
-T