Since ePSP mode is functionally identical to a PSP, any games that have issues on a normal PSP will have issues on the Vita.
However, as mentioned, there is a PCSX Rearmed core on Retroarch that runs pretty ok on the Vita. Since it's an emulator, and not through PSP mode, it won't freeze at the same points in Jade Cocoon. Whether or not it's actually compatible, or will run well, is unknown. I only know of a couple compatibility lists for the Vita's PCSX core, and both don't have either game you want listed as tested yet. Your best bet is to simply try it, and see if it'll work.
Beyond that, you could always just export the save from your PSP Jade Cocoon, play past it in an emulator on PC or android or whatever, and then restore the save on your PSP.