Like JimR says get them all, I have 90 of his CD's (not complete), many of the Steeplechase were broadcasts (there were a weekly one hour broadcast from Jazzhus Montmartre (in Copenhagen, Denmark) where Dex sometimes in the summer months had three month gigs.
I would recommend you to try to find his tenorbattle (titled "The Chase") with Wardell Gray, the long version, almost 12 minutes, I think you can search under Wardell Gray, who was Dex's great friend and also a great tenorplayer to collect..
Nothing Dex have recorded compares to have heard him live during the sixties, he was something else.
Vic