Both stories reflect loneliness and isolation of their characters. The baker in "A Small Good Thing" has isolated himself from the world, putting up a wall between him and the rest of the world. When Ann orders the cake from him, he is gruff and rude in his behavior toward her. It isn't until the end of the story that he realizes how terrible his hostility toward Ann and Howard is when they tell him Scotty is dead.
In "Cathedral", the husband is also isolated and lonely in his life. He has no friends and is jealous of his wife's relationships with other people. His wife also experienced a period of isolation and loneliness in her first marriage, and she tried to committ suicide.
Now that you have a common theme between the two stories, you can come up with a thesis statement that says something about how isolation and loneliness makes a person feel. "Isolation from our family, our friends, and our community often leads to loneliness" is just one example, but I think you get the idea.
Good luck with your essay!