In Preferences (menu Edit/Preferences), on the General tab, tick the box "Treat JPEG files next to raw files as separate photos".
That will cause all future imports of raw + JPEG to come in separately. To fix up the ones that have already been imported, right-click (ctr;-click on Mac) on the appropriate Folder and choose Synchronize Folder from the context menu. That will bring the JPEGs into Lightroom.
Thanks Hal for the help, much appreciate, but when I do the second part I still see the NEF+JPEG together then another JPEG alongside.
The NEF+JPEG label is simply a miscue on Lightroom's part. Call it a minor bug and don't worry about it. In any case, you now have the JPEGs in the catalogue to do with as you wish.