The Panopticon/Non-DWU books with DWU stories

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Should articles be created for non-DW books that contain DWU stories, or should the fact that they were included in ones be only noted on the story articles? There are at least two such cases – "Nothing O'Clock" be Neil Gaiman and "Meanwhile, in a Small Room, a Small Boy..." by Robert Shearman – I noticed that a red link to Gaiman's collection containing the former.