How should one approach these texts, since many things are difficult to grasp when reading the Upanishads and Vedas directly?
It is not necessary to read these texts as far as the practice of the Integral Yoga is concerned. Sri Aurobindo wrote them as part of the revival of Sanatana Dharma which is one of his missions and is needed for the greatness of India. He had to write them precisely because of certain limitations of the previous commentators who, with their limited knowledge of the language and still limited experience of the Yoga had given an almost other-worldly turn to these great scriptures. Of course reading them, especially the Isha, Kena, Katha Upanishad as well as The Secret of the Vedas is sheer delight.
Another work that is helpful to understanding and the practice of Sri Aurobindo’s Yoga is Essays on the Gita. But for either of these, it is enough to read Sri Aurobindo, unless one wants to take these books for academic purposes. Frankly reading some of the earlier commentaries only create confusion whereas reading Sri Aurobindo is like a fresh waft of heavenly light and gives a clarity that one finds nowhere. At least this has been my experience having read both.
Affectionately,
Alok Da