You can say hieraŭ nokte. It's a matter of taste. I like "pasint-nokte" because in my opinion it rolls off the tongue nicely. But that's just my opinion.

I am not a big fan of last-nokte. "lasta" has the meaning of "last", as in, there won't be any more. Of course "last night" was last in a long series, but I think the Esperanto word has a stronger connotation of finality than the English word has. That is why I use "pasinta" instead "lasta" in cases where I expect there to be more of something in the future.

No doubt many a doomsday-preacher would find "hieraŭ morgaŭ nokte estas la lasta nokto!" .

I agree, Einja.

Not only is it the clearest way of handling 'last night', but it also seems to me to be the form I most commonly heard in the days when I used to go International congresses.

Neither 'hieraŭ nokte' or 'morgaŭ nokte' are entirely immune from misinterpretation because any day - yesterday or tomorrow - has two nights, and part of la nokto de hieraŭ that began yesterday actually occurs hodiaŭ.

'lastnokte' would not normally mean that there won't be any more nights, but 'lasta' certainly has multiple meanings, including final, and 'Tio estas mia lasta nokto en Parizo' definitely implies the end of your stay.