Booker Little, OUT FRONT and Max Roach's PERCUSSION BITTER SWEET: these may both be obvious instances of Dolphy-as-sideman, but they are crucial recordings in terms of Dolphy working "up to" OUT TO LUNCH.
There's also the Ken McIntyre LOOKING AHEAD session. Never really clicked with me, for whatever reason, much as I like both reed-men. Time to spin that one again.
And I know the Latin Jazz Quintet stuff with Dolphy is generally considered lightweight, but, in terms of getting a chance to hear an unusual player in an even more unusual setting... worth hearing, IMHO.