Empress Ki is just loosely mentioned in the background of Faith. But if you know real historical facts, Empress Ki has a brother, Ki Cheol, who is one of the villains of Faith, therefore perhaps watching Empress Ki before or after Faith is a good way to start to get the full understanding why the Yuan Empire is so powerful. Ki Cheol is however not mentioned in Empress Ki, as the story focuses on the fact that Empress Ki was an only child, or at least didn't know she had a brother. Either way both dramas are set around the same time so it's good to check out both to get the full understanding of the time period.
This is the "prequel" to Yi San, which focuses on the story about Yi San's father, Crown Prince Sado and his cruel and tragic fate.
If you take away the supernatural time-traveling theme with the main girl, it revolves around King Gongmin, Princess Nagook and General Choi Young who seem to play a bit role in the background of the Six Flying Dragons. It's definitely a good drama to watch either before or at the same time as Six Flying Dragons to get a good background picture as to why Goryeo is looking the way it does in Six Flying Dragons.