Target had some 007 Collection 3-packs on sale, I could not resist. So now I own the Craig's I already had, the first 3 Connery's, and the first 3 Moore's. I've seen them all, but I'm looking forward to watching them again.
I also saw at Walmart the aforementioned opening-credits-themed Blu's, however, they were NOT steelbooks, at least at Walmart. Since I doubt they made a Lazenby set of one, I'm going to have to pick OHMSS up separately, might as well be that one.
EDIT: Further research shows that the Steelbook versions are Best Buy exclusive, and they DO make a Lazenby "collection" consisting of a single movie.