For a psychoanalytic reading of this story, which argues that it expresses various anxieties about VN's relationship with Sergei, see my essay "The Small Furious Devil: Memory in 'Scenes from the Life of a Double Monster,'" in
A Small Alpine Form: Studies in Nabokov's Short Fiction, ed. Charles Nicol and Gene Barabtarlo (New York: Garland, 1993), pp. 193-216). I have just discovered that a copy of my essay is available online
here.