I don't think it says so in LOTR, but in HOME (yes, I've finally found a copy!
), in the prototype of the Moria chapters, after Gandalf fights the Balrog (as we later find out) at the exit of Mazarbul, he says to the Compay something like "I've burned an inch or so of my eyebrows".
Maybe Tolkien decided to omit this description of Gandalf's *cough* face, but forgot to take out the other reference...
