I could be wrong, but I don't think there's anything about judgement in the Halls of Mandos. In any event, I don't think it was the role of the Valar to judge them.
It's worth remembering that Arda is meant to be the real world, and therefore by Professor Tolkien's own theological standards pre-salvation (which would not occur until the time of Christ). As such, what happens to one's soul after death is, in that mythical time, not determined, at least as far as I understand it.
I think it is all in the hands of Eru. Of course, I could have overlooked something.
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"Since the evening of that day we have journeyed from the shadow of Tol Brandir."
"On foot?" cried Éomer.
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