There are no dedicated collections in the MU Libraries' collection that compile solely colonial papers. To search for these, the best method is to search by era using indexes or databases.
Papers printed by the British Commonwealths are not considered part of the Parliamentary Papers. However, pending a research topic, there are times they could be useful. For example, a search to see how laws under direct British rules changed after becoming a commonwealth nation.
The MU Law Library is helpful in this regard. They have statues, legal books, and/or parliamentary histories for Australia, New Zealand, and Canada. These volumes are located on the west half of the third floor.
The Commonwealth Countries have an official government website for Commonwealth issues: Commonwealth Secretariat
Here are a few useful links for the major commonwealth nations:
For other commonwealth nations, here is a full list of members