The way that it is phrased; "the Elves of Middle earth say," as if the Elves in Valinor knew otherwise, makes me think that the Dwarves did go to the Halls of Mandos.
To me at least, it seems to be a prerequisite for Iluvatar to give the Dwarves independant life is to give them a soul. Tolkien says that the soul can't be destroyed and something has to happen to it when it leaves the body; so it only makes sense they went to Mandos. The Dwarves said that after The End they would aid Aule in rebuilding the world.
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...finding a path that cannot be found, walking a road that cannot be seen, climbing a ladder that was never placed, or reading a paragraph that has no...
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