It might not be the first; the scanner mentioned the following in response to HNTI commenting about this being reall xxii's first book:
amuro_ray32 said: HNTI, it's actually not his first, but it's understandable you'd think that, as his other work has never shown up. He's mentioned participating in doujinshi before. This is just the first time anyone's ever scanned one. Ridiculously hard to get a hold of. This one was on a restricted 24 hour auction on Yahoo Japan. I never would have found it had I not happened to be looking on that exact day. Not to mention the price...
In any case, I hope he'll release an artbook with all his illustrations of them at some point.