Although not labeled officially with the “Ellery Queen Selects” banner, Mercury Mystery #112 met all the series’ criteria: a short story collection edited by Queen, with his introduction.

Mercury Mystery 112, June 10, 1947

“The Case Book of Mr. Campion” by Margery Allingham
“The Crimson Letters,” The Strand Magazine, Aug. 1938 as “The Case of the Longer View”
“Safe as Houses,” The Strand Magazine, Jan. 1940
“The Case of the Question Mark,” The Strand Magazine, Jan. 1938 as “The Question Mark”
“The Definite Article,” The Strand Magazine, Oct. 1937
“The Magic Hat,” The Strand Magazine, Oct. 1938 as “The Case of the Hat Trick”
“The Meaning of the Act,” The Strand Magazine, Sept. 1939
“A Matter of Form,” The Strand Magazine, May 1940