This is not necessarily a bad collection of short stories but Saki's later works (Beasts and Super-beasts) are better when compared to this collection. Here are the stories I would recommend from this book: Reginald's Christmas Revel, The Sex that doesn't Shop, The Blood Feud of Toad-Water, Gabriel-Ernest, The Strategist, The Baker's Dozen.
Also, I'd say Reginald in Russia in certainly more enjoyable and longer than Reginald. In fact, you can read the former first and then read Reginald because these are all standalone stories. Either way, Saki's short stories are a delight for the soul and you'll be through these in a matter of days.