You can complete the T222 set, but it's a challenge. I have a full set (
link) and I know of 2 others. It took me about 5 years, most of that time with little competition. Some cards (the ones Frank cited) you should grab when you see them, because they rarely appear.
Most of the cards in holders are SGC, not PSA. By the way, that complete set in PSA holders is the same one from the Copeland Collection (lot 213 in that auction).
Good luck.
Bill