I've played all of them -- but not recently.
I do remember that Lamplight Manor didn't have a mini-adventure game available (after you did the 3D puzzle) the way the other 4 games did. Instead you could "explore" a few rooms in Lamplight Manor, but there wasn't a mystery to solve that had a story behind it. Needless to say, I was kind of disappointed in Lamplight Manor. I was even more disappointed when they didn't make any more Puzz3D games after Lamplight Manor.
IMO Victorian Mansion was the easiest, Orient Express was the hardest, and Notre Dame was the 2nd hardest. Orient Express had lots of little pieces that didn't connect to much else. Notre Dame had many pieces the same gray color. Victorian Mansion had the brightest colors and it was easiest to see where they went.
As for the difficulty of the mini-adventure parts, Victorian Mansion was also easiest there. Orient Express had a particularly difficult slider -- something like 15 pieces on a side, with several pieces fixed in place, so you had to work the other pieces around them. Notre Dame had a Rubik's Cube-type puzzle.
If you did the 3D jigsaw puzzles on the easy mode, you'd have parts of the castle/mansion/train blocked off from you after you finished. I was kind of annoyed when I finished the jigsaw of Bavarian Castle on the second hardest level and then found I couldn't get into the places I needed to to complete the mini-adventure. So IMO there isn't any point in doing the puzzles in anything other than the hardest mode. Otherwise you can't finish the mini-adventure game at the end. This wouldn't really matter with Lamplight Matter, but it would for the other 4.