Being the only guy who had to compete with Gretzky was a pretty high bar to begin with.
Based on what Lemieux actually did, Wayne Gretzky may have prevented Mario Lemieux from winning up to 6 Harts and 8 Art Ross Trophies in 12 years from 1985 to 1997 (omits 1995 lockout year that he skipped). You have to project Messier down by a couple points and assume the Ross is worth the Hart in 1987.
But even with missed time, he played well enough to have earned those awards against almost any other competition. Lemieux has a 141 point year where he was second in Hart voting and it's completely worthless in this thread because a peak Gretzky scored 215 (and could have won the Ross with only his 163 assists or only his 143 even strength points or I don't know, only however many points he scored on weekdays) and won the Hart instead.
But assuming it's Lemieux's 5th-7th best year (88, 89, 93, 96, probably better than but in the ballpark of 92 or 97) is it not a better year than the other 2 had against lesser competition? Say Howe's 1960 Hart season or one of Orr's first 2 Norrises?
Or maybe I need sleep. To that end, I'd say Roy has the best shot at 4 just by being a different position and playoffs and such, but that flies in the face contemporary opinions given that the likely #4 has the same birthday no matter how difficult it is to compare goaltenders to forwards.