I'm not sure either. I guess it's nowhere mentioned.
What about the following:
Ungoliant - Morgoth - Sauron - Shagrat - Shelob?
I don't know for sure if Sauron and Shagrat actually met, but maybe we can assume so? Of course it depends on how many secretaries Sauron had.
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He bit me, and I was not gentle.
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