Although not labeled officially with the “Ellery Queen Selects” banner, Mercury Mystery #110 met all the series’ criteria: a short story collection edited by Queen, with his introduction.

Mercury Mystery 110, Apr. 4, 1947
“Dr. Fell, Detective and Other Stories” by John Dickson Carr Adventures of Dr. Fell

“The Proverbial Murder” (Ellery Queen’s Mystery Magazine July 1943)
“The Locked Room” (The Strand Magazine July 1940)
“The Wrong Problem,” (The [London] Evening Standard Aug. 14 1936)
“The Hangman Won’t Wait” (Ellery Queen’s Mystery Magazine Sept. 1944; first broadcast on Suspense, CBS radio, Feb. 9, 1943)
“A Guest in the House” (The Strand Magazine Oct. 1940 as “The Incautious Burglar”)
Other Stories
“The Devil in the Summer House” (Ellery Queen’s Mystery Magazine Sept. 1946; first broadcast by the BBC on Oct. 14, 1940. This is the shorter version without Dr. Fell which was broadcast on the CBS radio program Suspense on Nov. 3, 1942)
“Will You Walk Into My Parlor?” (Ellery Queen’s Mystery Magazine Sept. 1945; first broadcast on the CBS radio program Suspense on Feb. 23, 1943)
“Strictly Diplomatic” (The Strand Magazine Dec. 1939)