B12 was the main one I was thinking about. I've also taken glutathione sublingually. There are many supplements in sublingual form at iherb.com. Many of them are Source Natural products. I know they have a number of B vitamins and melatonin. More than 20 pages of products come up if you search "sublingual".
I have heard that some people take their transfer factor products sublingually by opening the capsules and putting the powder under their tongues. As I remember it, they mostly did it in order to start at really low doses if one capsule gave them too many side effects.
It sounds like anything you can do to avoid irritating Jesse's digestive system would be good.
My naturopath is putting together a list of suggestions for him. Tiny, slow changes seem to be the order of the day.