First question that came to my mind - how are you giving the stories away?
Everyone is different, but personally I only give "perma-free" stuff to my newsletter - so short stories, snippets, etc are newsletter exclusive. All my main stuff is on Amazon and in KU, so perma free is not an option for me. However, I am a big fan of using free days for promo of series starters - there's often a small trickle into the next in series.
If you have multiple short stories available for free, are they connected in any way to other works that you have? Maybe put a sample of the next-in-series and a link at the end of the short story, so it's easy for readers to follow on.
If the short stories are not connected to anything else you've written, or your paid works, it's going to be harder to get readers to move across. I do have readers jumping across my series, but that's after reading several books.
Another thing to consider is to bundle your short works together. By all means keep them free - but you're then giving readers a larger sample of your work, and they may be more likely to go on a try more of your work.
Also, remember that the read-through from free to paid is very, very small - I haven't done the data mining on my own books, but I'm sure I've seen other comments that read through from free to paid can be in 1 - 5%, so if you're getting that read-through, that's normal as far as I know.
Hope some of that is useful, and good luck.