Keep in mind that I have not actually started reading this yet as I'm still collecting all the TPBs. The information in this post is gathered from various places on the internet + my Marvel backlist reading chronology and is collected in an attempt to put together a chronological order of kid!Loki for my own benefit so I could figure out where and when to start reading and which stuff I needed in order to get the full story.

1) Siege by Bendis (collects #1-4,  Siege: The Cabal, and Siege Digital Prologue) 
2) Siege: Thor by Gillen (collects Thor #607-610; New Mutants #11; Siege: Loki)
3) Thor: Siege Aftermath by Gillen (collects: Thor #611-614) 
4) Thor: The World Eaters by Fraction (collects Thor #615-621) Thor #617 contains the first appearance of kid!loki.
5) The Mighty Thor vol 1 by Fraction (collects The Mighty Thor vol.4, #1-6)
6) Fear Itself by Fraction (collects #1-7)
7) The Mighty Thor vol 2 by Fraction (collects The Mighty Thor vol.4, #7-12, Fear Itself 7.2: Thor)
8) The Mighty Thor vol 3 by Fraction(collects The Mighty Thor vol. 4, #12.1, 13-17)
~~here starts the Journey into Mystery bit of the story arc~~
9) Fear Itself: Journey Into Mystery by Gillen (collects #622-626, Thor Spotlight, and Fear Itself Spotlight)
10) Journey Into Mystery: Fear Itself Fallout by Gillen (collects #626.1, 627-631)
11)  Journey Into Mystery: Terrorism Myth by Gillen (collects #632-636)
12) Journey Into Mystery/New Mutants: Exiled by Gillen (collects #637-638, Exiled #1, and New Mutants #42-43)
13) Journey Into Mystery: The Manchester Gods by Gillen (collects #639-641 and The Mighty Thor Annual #1)

MY NOTES
1) The The Mighty Thor bits are italicised because apparently they're not strictly necessary in the overall plot of kid!Loki, but kid!Loki *does* appear in those issues. Apparently they're like the whipped cream and strawberry side dish to the plate of emotional poison, or something. I have a mild case of OCD and so they're included here + see note #3.

2) regarding Siege. Siege was an Asgard-based crossover event. You (apparently) don’t have to read the entire event, but Siege #4 and Siege: Loki are essential to understand Loki’s rebirth and the context given by Ikol, as the internet tells me, so they're included here on the list under the Siege TPB and Siege: Thor TPB. Siege: Aftermath is not (according to the internet) necessary for kid!Loki, but if I leave it out I get a gap in the overall continuity, so I'm leaving it in. Leave out at own convenience.

3) You don’t need to read the whole Fear Itself either, but #3 has Loki doing stuff, and #7 and #7.2 conclude Loki’s plan at the JiM side, which is why I included Fear Itself and The Mighty Thor vol 2 as those two TPBs cover those issues.