I confess setting up JMX Nagios check with check_jmx4perl is not as easy as it could be. Unfortunately there is some inherent complexity in configuring the various MBeans. You could try OMD (
http://omdistro.org/) which is a one-stop distribution for setting up Nagios and it include a pre-installed jmx4perl installation and already some preconfigured checks.
Alternatively, if you don't need to stick to Jolokia, you could have a look to Prometheus which is a very modern and capable monitoring system with a JMX integration, a bit like Jolokia (but of course by far not so powerfult ;-P. See
http://prometheus.io/ and
https://github.com/prometheus/jmx_exportercheers ...
... roland
... roland