I'm also a big fan of the first shot.
As to your question about image stacking or somehow achieving a balance of sky (moon) v subject, I think there are a few ways I can think of (and I'm certainly no expert).
The first, and probably best, is to try and do it in camera. A graduated ND filter might have helped calm the moon down a bit and reduce your PP work.
I don't have one of those, so my approach would be to shoot some which correctly exposed the jetty and some that correctly exposed the moon.
You could combine these in either Lightroom using the HDR function or Photoshop using masks or image stacking.
For that, it's a pretty easy process to automate, my concerns are if it doesn't work out, I don't know enough about using masks to sort it...
Essentially though, rather than OPEN the images in the usual way, way you go to FILE, then scroll down to SCRIPTS and LOAD FILES INTO STACK.
Once your images have imported, go to EDIT and AUTO-ALIGN images. And once that's done, go back to EDIT and AUTO-BLEND LAYERS.
In this instance, if that didn't work, it would be fairly easy to AUTO-ALIGN your images and use a graduated mask so that you have the jetty seamlessly blending into the correctly exposed sky.
You could even simply clone the moon from one of your other shots over the top of the blown out one. So you bring in the detail and leave the glow.
You could also use either LR or PS to straighten the horizon.