I thought maybe it was the first book, but after reading Twice Tempted I'm pretty sure Vlad and Leila just don't work for me. I love Vlad when he appears in the main series, but on his own, he falls flat for me.
Also, I wasn't a fan of the ending. It felt like the book ended in the middle of a scene rather than at a natural stopping point.
If this series is your first from Ms. Frost and it's not working for you, try her main Cat and Bones series (Night Huntress). I *love* those books, but for whatever reason, this series (Night Prince) isn't my favorite.