THE LONE PILGRIM <i> by Laurie Colwin (Harper & Row: $7.95) </i>

Tales of romance and adultery among the yup-scale. Laurie Colwin’s stories often are interesting and funny, but the university professors, children’s-book illustrators and lawyers who inhabit her fiction are a little too comfortable and proper--and repressed. The reader can sometimes detect the currents running beneath their still waters, but these people never seem to risk very much in their relationships. Even at their most passionate, they don’t give themselves to each other; they lend themselves, like library books that must be returned promptly and in good condition.