I think the answer to your question about La Jalousie versus Lolita is that Nabokov was automatically excluding his own works from such rankings, just as when he offered his famous 1965 list of his favorite 20C masterpieces of prose, Ulysses, Transformation, St Petersburg and the first half of In Search of Lost Time, in that order (SO 57). I am sure that he thought Dar (The Gift), and Pale Fire ranked at least after Ulysses, and before it in terms of their lack of artistic flaws (he had not yet written Ada). He simply assumed that it would naturally be improper and immodest to include his own work in such a list.
I say this partly because of Nabokov's response to Lucie Leon Noel's account of his quietness during a dinner with Joyce: "She pictures me as a timid young artist; actually, I was forty, with a sufficiently lucid awareness of what I had already done for Russian letters preventing me from feeling awed in the presence of any living writer" (SO 292). He says that only when provoked to correct the record. I take this to mean that he thought Dar was in the same class as Ulysses; and, as I argue in VNRY, Nabokov deliberately designs Dar to trump Ulysses AND In Search of Lost Time, just as he designed the poem "Pale Fire" to trump Eliot's Four Quartets.
He may have said that his English was only patball to Joyce's champion game, but I am sure he would not have thought his Russian inferior to Joyce's English, only that as a master of English prose, Joyce was ahead of him--but I think he felt that in his English fiction he recouped in other ways (see, for instance, his discussions of flaws in Ulysses) like narrative inventiveness, artistic strategy, economy and harmony, imagistic fluency, and psychological accuracy.
Brian Boyd