It worked with shows like "The Twilight Zone" and "Tales from the Darkside".
Note how we now do not have "The Twilight Zone" or "Tales from the Darkside"?
Anthology shows don't give any particular actor enough work, so they have to mix anthology work with other work, and then the scheduling (and occasional exclusivity clauses) become hairy.
There might be more luck using the (now more common) 12-episode season.