It's great when the keys are not missing. Terrific set. The grades don't bother me. This is really good stuff.
At a minimum I would get the S-VDB and 14-d slabbed, and maybe the 09-S and 31-S. There are way too many fakes out there and a lot of people may be leery about buying those coins raw unless through a site like GC that stands by what they sell. As for breaking up the set, you will have a wider pool of buyers for the individual keys which make up most of the value. Once you take out 10 or so coins the remainder won't be worth much and you can sell that in one lot. If you so sell all of them raw, even as a full set, at least provide individual higher quality photos of the keys. That will help potential buyers evaluate authenticity and grade.
I'd sell it as a set, no question about it, and fill in that reverse Wheat hole. Imagine the individual shipping cost w/ tracking per coin - shipping may cost more than the going price. And, you'll be faced with competitors with lower pricing who will simply ship them in envelopes with no tracking (always risky depending on the buyer). Not to mention, the amount of time to list them all...