Meet Missy! was a short story published in Doctor Who The Official Annual 2016. It was written in the first person from Missy's perspective and saw the Master summarising their own life story.
According to Missy, she and the Doctor stared into the Untempered Schism together as "little boys"; he was fine while the Master-to-be "went completely gaga", albeit finding the experience pleasurable.
Missy notes that she has spent "the last few thousandyears" trying to "obliterate" the Doctor.
Notes
This story was the first to suggest that the Decayed Master, first seen in TV: The Deadly Assassin was not simply the result of them continuing to survive after an injury or reaching an extremely old age, but rather the result of the Master's thirteenth incarnation attempting one more regeneration despite being at the end of his regeneration cycle — resulting in "his face falling off". This idea would later be picked up on by the Thirteenth Doctor in PROSE: The Doctor vs the Master.
Missy is shown to only remember the "Tremas" Master's contact with the Cheetah virus very vaguely. This is an apparent reference to the variety of conflicting accounts of how the Master's struggle with the virus played out after the events of TV: Survival.
Continuity
Missy summarises her activities in several incarnations;
"The Best One", Missy herself, who describes herself as being "back in the Doctor's life" and notes that in her opinion, "he loves [her], really". (TV: Deep Breath, Death in Heaven)
According to one account, the Master had the appearance of Roger Delgado while on Gallifrey. According to another, he had Anthony Ainley's likeness. According to another one, the one with James Dreyfus's appearance was the incarnation who ran away from Gallifrey.
While fighting to extend his life at the end of his regeneration cycle, many bodies were possessed by the Beevers incarnation, but all kept somehow reverting to his real being until he finally regenerated into the MacQueen one. Hence, these sections cannot be strictly chronological