There is an old work by the scholar Joachim Jeremias, called The Prayers of Jesus. There will be lots of historical background and language references, to be sure.
Zondervan has a six lesson DVD set that is a group study for the prayers of Jesus. See reviews here.
There is a book of Spurgeon’s sermons on prayer, some of them prayers of Jesus.
I’m sure some of the Puritans would have addressed the prayers of Jesus. These would be worth checking into.