Oh, I don't know. I think it is quite likely they did have encounters with creatures of that sort (as in nameless things). Just because most of them lived lower than the deepest dwarf delvings doesn't mean they did not pop up for a snack every now and then.
The dwarves also probably encountered them when they were digging down.
Probably some fun stories there.
(Hey, RPG idea...
)
It was Oin, by the way.