Officially there are no other books in the Mesklin universe; it is highly likely that there aren't any other short stories either. The SF Encyclopedia entry for Hal Clement says this about his Mesklin series:
Clement's most famous – and far better – work is contained in his main series, the loose Mesklin sequence consisting of Mission of Gravity (April-July 1953 Astounding; cut 1954; text restored with additions and one added story, as coll 1978), Close to Critical (May-July 1958 Astounding; 1964) and Star Light (June-September 1970 Analog; 1971); [...] Star Light is a direct sequel to the first, while some of the characters in the second appear in the third as well, Elise ("Easy") Rich in Close to Critical being the "Easy" Hoffman of Star Light, 25 years older. Mission of Gravity, one of the best-loved novels in sf, is set on the intriguingly plausible high-gravity planet of Mesklin [...]
Note that the Science Fiction Encyclopedia does not normally list individual short stories unless they are of particular note, so "Lecture Demonstration" and "Under" aren't mentioned here.
The ISFDb entry for the Mesklin series lists Mission of Gravity (1954), Close to Critical (1964), Star Light (1971) as well as "Lecture Demonstration" (1973) and "Under" (2000) along with a number of translations and omnibuses that don't count as additional works.
A lot of his short fiction I haven't read, but of the novels on his main ISFDb page, I'm familiar enough with Iceworld, Cycle of Fire, Ocean on Top and The Nitrogen Fix to say they're definitely not directly associated with the Mesklin series. (In a world where Asimov can retcon the Foundation series into the same universe as the Elijah Baley novels, there's nothing to say that, for example, Cycle of Fire couldn't be put in the same universe as Mesklin, but as yet there's nothing connecting them.)