I found the notes in the Annotated Lolita [2] very helpful, unfortunately I haven't really found an annotated version of M&M (beyond what's in [1]).
[1] https://www.amazon.com/dp/0143108271
[2] https://www.amazon.com/Annotated-Lolita-Revised-Updated/dp/0...
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in case anyone has the same issues I did finding it.