I must say, I prefer the covers for the individual episodes than the collection.
That being said, I'm not sure this is a good idea from a logistics standpoint.
Thing is, there's a minimum charge anytime you create a paperback, so your 10K novelette will have to be priced somewhat exorbitantly.
About the cheapest you'd be able to price each one (assuming 30 pages since formatted-for-paperback pages have more words per page than printing from your comptuer) is $3.99, which would earn you 24 cents through Amazon or $1.04 through the eStore (and not eligible for Expanded Distribution).
There are six episodes in your story, so it comes to 60K words total, which is on the short side for a novel, but still novel-length. $3.99 x 6 = $23.54
Are most readers really going to spend $24 for the equivalent of a short novel in paperback (and that's assuming you charge basically as low as you can get away with)? And you only earn $1.44 total royalty assuming someone buys all 6 episodes.
Meanwhile the omnibus edition would probably be around 180-200 pages, and you could charge as little as $8.99 for that thing, still earning $2.14 (which is 70cents MORE than you'd earn selling them separately), and it's just slightly more than a third of the price of buying them separately.
Really, the economics don't make sense...for either you or the reader.