The only collection of "The Squirrel Cage" that I'm aware has ever been published is an independently produced collection of strips from 1937, which was until recently available from Ken Pierce Books. Unfortunately, it's now showing as "out of stock" - which I wouldn't take as a good sign. You may wish to check back, however. Here's the link to the listing. It's a nice little volume with 30 Sunday strips reproduced in color, although there's no annotation at all.