Is the list at nifflas.ni2.se complete?
AFAIK it is, with the exception of Knytt Experiment, which you can read about here.
For an all-inclusive list of Nifflas' games, I'd recommend checking out our Completed Games forum.
Knytt Experiment seems to be at the bottom of that page (at "Experiments"); the .zip includes Knytt Experiment, the first nano pack (with Knytt Nano/Lasers), and the simple but fun "Car Game". But yes, the forum contains sections (or at least sub-sections) for all of the video game works Nifflas has released.
As a side note, that link is all the games that -aren't- listed elsewhere. So in a way, that's a complete list of games that don't have their own page on his site. You should be able to find the major games' links right there on the side, though, of course.
(Note that he's also worked on a few other games at least in passing (like the Cave Story remake), but those aren't major works of Nifflas' design, so they don't really have a section (and honestly that's the only one I can think of on-hand).
Also, can someone please update the Wikipedia page for Nicklas Nygren with a comprehensive list of all the games Nifflas has made or worked on so far?
Although it's probably worth looking into, to give Nifflas a proper page on Wikipedia, the problem is that just a list of games developed by (or worked on) by Nicklas isn't really an encyclopedic format. Wikipedia also enjoys citations when providing much information beyond that- and it's subject to what's considered a good source. And we should remember, that before having commercial games like Knytt Underground, Nifflas made mostly free games and his popularity was entirely by word-of-mouth. It still is, but now he's actually being displayed in stores like the Playstation Network or Steam- so literally anyone can stumble across him a lot easier that before that. My point is that getting information that Wikipedia finds noteworthy is difficult, and since it's a page about him as a person, one usually expects to find more detailed information about how his style has changed, his inspirations, his other endeavors (like his music), etc. While there's sure to be more things that can be added to that article (his more recent games, better details about his games and how they play), the truth is that, for Wikipedia's standards, he's probably mostly known for being a freeware indie dev, and his latest works are distributed on Steam (and for Knytt Underground, PSN). Another thing is that for his older games, getting development timeframes or even exact release dates (again, all encyclopedic-type information) will be hard, because, again, most of that information is known only by his fans of the time and, unfortunately, that's not a good enough citation.
The most I can say is that at one point the forum was making a fan-maintained wiki for these sorts of information- all sorts of interesting information about all his games that, again, wouldn't be directly suitable for Wikipedia, but unfortunately that project didn't see a lot of contributions and was ultimately deleted after invasions of spambots and a lack of real additions.
As disappointing as this all probably is, I assure you that if you ask a question (that isn't answered decently in a sticky topic), we'll try to get the answer. Nifflas himself browses the forums, too, although understandably he can't reply to everything, he might happen to have a moment to answer if no one else knows.
An all-in-one compilation of all your games in a single download, as a Humble Bundle or some other pay-what-you-want package, would be one of the best things ever.
Most of Nifflas' games are free, so that doesn't seem entirely impossible, but for the sake of bandwidth, there's really only collections of small games released at the same time, mostly, or slightly bigger games by themselves. It would be a waste of bandwidth to link people directly to a huge .zip of all of his games if people were really only intending to play a few. It's easy enough to find the downloads of all his freeware stuff. Once you download them, you could make your own .zip for your own use of all of them, if you wanted to save yourself the trouble of downloading them later personally.
As of right now, I don't think basic downloads of Knytt Underground or NightSky exist, since they use a special login feature (and the game does cost a little bit of money). Basic archive versions of Saira and FiNCK have existed for a while- they just have features locked with a serial number. It seems Nifflas recently gave out a serial for anyone to use, effectively making those entirely free and unlocked as well.