I too have always wished that there had been an American Lectures
on Literature and remember reading that at one time had had
intended to cover Melville. VN singles out Melville as one of his
favorite American authors in Strong Opinions and includes
references to various Melville writings throughout his American
books. I have never read anything regarding his thoughts on Thoreau
though he does mention liking Emerson's poetry and Hawthorne
somewhere in Strong Opinions.

---Suellen