According to the Catholic Church, what did Jesus mean by saying “Least of these commandments "?

St. Thomas Aquinas, in his commentary on Matthew 5:19, gives a few different interpretations of the Fathers:

[…] the least commandments, according to Chrysostom, are Christ’s commandments; hence, Whoever shall break one of these least commandments which I am about to say. And the argumentation can be connected as follows. Since the Law cannot be broken, and from the fact that I do not break it, it follows that whoever shall break these will incur a punishment.’ And they are called least commandments on account of Christ’s humility, just as He also called Himself a child; “Unless you be converted, and become as little children, you shall not enter into the kingdom of heaven” (below 18, 3). Or they are called least commandments in regard to their transgression, because one who breaks Christ’s commandments sins less; but the commandments which Christ commanded are greater than those of the Law, as regards their observance, because the Law commanded, “Thou shalt not kill,” whereas Christ commanded men not to be angry. Augustine and Jerome speak otherwise as follows. He speaks of the least commandments in the Law in a literal sense, because He said, One jot, or one tittle shall not pass of the law, till all be fulfilled. And they are called least commandments, because the principle commandments are: “Thou shalt love the Lord thy God” (Deut. 6, 5), and, “Thou shalt love thy neighbour as thyself” (Lev. 19, 18). Hence, some observances are called least commandments, as for example, there are many observances in Leviticus 19. And He says this to revile the Pharisees, because the Pharisees, on account of their observances, were transgressing many commandments; “And he shall not honour his father or his mother: and you have made void the commandment of God for your tradition” (below 15, 6). Now the Law is broken in three ways: firstly, by completely denying it, secondly, by badly interpreting it, and thirdly, by not fulfilling its moral precepts.

There is surely a hierarchy of commandments. It begins with our duty toward God and goes on to speak of our duty to our fellow man; by definition, that is in an order of greater importance to less, inasmuch as God is more important, quite simply, than man. Moreover, keeping the latter are worthless unless the former are kept as a basis - not committing adultery will do no good if God is not treated as God, or His name is taken in vain: for "without faith it is impossible to please God. For he that cometh to God, must believe that he is, and is a rewarder to them that seek him" (Hebrews 11:6). Likewise, if you don't not murder your brother, how can you do him the justice of not stealing from him? Back to God - what use is not taking God's name in vain, unless you first acknowledge God to be the only God, and refrain from idolatry?

As for whether Jesus means more than the Ten, this is highly unlikely. The phrase "the Commandments" seems to have referred to only ashreth ha'dabrim (the Ten Commandments), as can be seen from Luke 18:20/Mark 10:19, for example:

Mark 10:19 (DRB) Thou knowest the commandments: Do not commit adultery, do not kill, do not steal, bear not false witness, do no fraud, honour thy father and mother.

And indeed the fact that even God separated these from the rest by terming them The Ten Commandments in the Old Testament):

Deuteronomy 4:13 (DRB) And he shewed you his covenant, which he commanded you to do, and the ten words that he wrote in two tables of stone.

("Words" had a wider semantic range than 'single word' in Hebrew, and here refers to the commandments.)

Of interest is that Jesus observes no particular order when listing the commandments. However, this is more likely to reflect the order in which the author listed them, since Luke omits "do no fraud," for example. About all we can know is that Jesus listed the latter commandments in some kind of order.