Many thanks, bilou!. But as I mentioned, the problema also happens without the varicap.
The fact is, I've never closed the loop yet... the freq jump would surely fool the
stabiliser into thinking I am purposely turning the knob.
Maybe this phenomenom can be explained by some friend with close knowledge of audio
preamplifiers? (because this must be a low freq noise modulating the oscillator).
Meanwhile I'll try with other FETs and/or increasing the source resistor. I read dr.
Ulrich Rohde advised not to use the gate clamping diode.

Do you have any diodes in or around the oscillator circuit which have
glass cases? It's not unusual for such diodes to pick up 50/60 Hz
noise from lights in the room - they act (inadvertently) as
photodiodes. Fluorescent lights in particular have a strong enough
flicker to cause a significant amount of photo-optical noise pickup.

Reportedly, some transistors can suffer a similar
problem... metal-case transistors with ceramic seals can "leak" light
in as far as the dice, and I think I've heard of cases in which even
"opaque" plastic encapsulation could allow enough IR transmission to
disturb sensitive circuits.

It might be worth your while to build yourself a custom shielding case
for this oscillator circuit... make it out of double-sided FR-4
copperclad PC board material, solder the sides and base together, use
capacitive feed-throughs and ferrite beads on the power and
VCO-voltage line, bring out the signal using SMA or BNC
connectors, and fasten on a lid using some sort of light-tight and
well-grounded arrangement. This would exclude both light, and other
forms of EMI. Even though you say that there are no wireless devices
nearby, it's entirely possible that RF pickup from a transmitter you
don't know about, blocks away, might be leaking into the power or
control lines and causing problems.

Do you have a radio receiver you can tune to the 40 MHz output of the
VCO? Might be interesting to listen to its output, or look at the
spectrum on a spectrum analyzer... there might be audible sidebands
(e.g. hum or buzz or audio pickup) which could give you a clue as to
where the problem originates.