There were several miniseries of webisodes during the run of Heroes, and I probably saw most (possibly all) of them, but I don't remember anything specific about any of them. Anyway, you can't find any of them on NBC.com anymore, but you should be able to find them on YouTube or something. Maybe I'll get around to rewatching them someday so I can write proper reviews, but for now I just wanted to mention that they existed.

Going Postal
Heroes Wiki; IMDb

Three webisodes released from July 14-28, 2008; between volumes 2 and 3 of the show.

Destiny
Heroes Wiki; IMDb

Four webisodes released from Nov. 10 to Dec. 1, 2008; during volume 3 of the show.

The Recruit
Heroes Wiki; IMDb

Five webisodes released from Dec. 15, 2008 to Jan. 12, 2009; between volumes 3 and 4 of the show.

Hard Knox
Heroes Wiki; IMDb

Four webisodes released from Dec. 22-29, 2008; between volumes 3 and 4 of the show.

Nowhere Man
Heroes Wiki; IMDb

Four webisodes released from April 20 to May 11, 2009; around the end of volume 4 of the show.

Slow Burn
Heroes Wiki; IMDb

Ten webisodes released from Sept. 28 to Nov. 30, 2009; during volume 5 of the show.