Kaiki Ningyou-kan's first appearance was in Shoujo Friend Zoukan: Suspense & Horror #1, 1992

This volume collect 6 horror stories by Kanako inuki, the first 4 all being about dolls.

Playing with Dolls - O Ningyou Asobi (お人形遊び)  
Mannequin - (マネキン)  
Blue Eyed Marie - Aoi me no Mari (青い目のマリー)  
Ventriloquist's Love - Fukuwajutsushi to Koi (腹話術師と恋)  
Ritual - Gikishi (儀式)  
Shoujo Friend Zoukan: Suspense & Horror #1, 1991  
I Can Fulfill Your Love Wishes - Koi no Negai Kanaemasu (恋の願いかなえます)  
Shoujo Friend #6, 1990