I do not know of any collections I just get what the library can provide. I did just read The Stanley Featherstonehaugh Ukridge stories they are a small set. Come to think of it I would almost bet they would sell all of these in one large book

1 Ukridge also called "he rather enjoyed it" Ten short stories written after Love among the chickens but they come before so I would read them first

2 Love among the chickens

3 There are about ten more S.F. Ukridge short stories sprinkled around in other books as well