An apparatus can include a jet pump with a nozzle and a throat, a flow passage for conducting production fluid to the throat, and a check valve that prevents flow from the throat to the flow passage and permits flow from the flow passage to the throat. A method can include performing a bottomhole well pressure test while measuring well pressure with a well parameter sensor connected to a jet pump, and then retrieving the well parameter sensor and the jet pump together from the well. A system can include a jet pump sealingly received in a tubular string, the jet pump including a throat that receives a power fluid from a nozzle and receives a production fluid from a flow passage, and a check valve permitting flow of the production fluid from the flow passage to the throat and preventing flow of the power fluid to the flow passage.