I found this site that appears to have everything you want to know about the My Book House [URL removed] [URL removed] You can search them by the cover image or by date, and the site owners have several up for sale so you can get an idea of pricing. I didn’t see anything about a paperback version. A complete set would be all the volumes printed in one year and would be the most collectible, though single volumes would be saleable also, for those trying to complete a collection.

This is from the website explaining how the books were issued; apparently they stopped printing them in 1963, then brought them back in 1971:

In ¹⁹²⁷ the six volumes were sold as a set in a wooden house (red roof, two red chimneys, gray walls, and a window at each end). Included were three volumes of the taller My Travelship series, consisting of Little Pictures of Japan (by Katharine Sturges, 1925, dark blue), Tales Told in Holland (by Maud and Miska Petersham, 1926, red) and Nursery Friends from France (by Maud and Miska Petersham, 1927, light blue).

1920, 1921, 1922 6 Volumes in black cloth with gilt lettering and paste-on illustrations
In The Nursery, Up One Pair Of Stairs, Through Fairy Halls, The Treasure Chest, From The Tower Window, and The Latch Key.
1925, 1928 6 volumes, as above, but light green and silver, simulated leather
1932, 1934, 1936 6 and 12 volumes, green/silver [URL removed] Story Time, Through the Gate, The Magic Garden, Flying Sails, From the Tower Window,

1937: 12 volumes, navy blue and rainbow
1950, 1956, 1958, 1960, 1963: 12 volumes, rainbow
1971 reprint by United Educators 12 volumes, white
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Hope that helps! :)