Dwarves are a popular character type in the LOTRO world. Finding a name that is authentic, you like and wasn't already used in the LOTR or the Hobbit can be difficult.
Tolkien wrote in the Appendix F of the LOTR, in Return of the King, that:
Gimli's own name, however, and the names of all his kin, are of Northern (Mannish) origin. Their own secret and 'inner' names, their true names, the Dwarves have never revealed to any one of alien race. Not even on their tombs do they inscribe them.
In An Introduction to Elvish, Other Tongues, Proper Names and Writing Systems of the Third Age of the Western Lands of Middle-Earth as Set Forth in the Published Writings of Professor John Ronald Reuel Tolkien by Jim Allan, the author traces the names used by the Dwarves in the Hobbit to a list of Dwarf names in a Scandinavian epic, found in the old Icelandic anthology of poetry and mythology called the Elder Edda, or Poetic Edda
.
He says Tolkien 'anglicized' them somewhat, but they are very recognizable never the less. In the poem, among others, are found Durinn, Dvalinn, Bifurr, Bofurr, Bomburr, Gandalfr (surprise!), Fili and Kili. Þrainn (Thrainn) and more. Fili means File, Kili; Wedge, Þrainn; stubborn and Bomburr bulging. A definite connection to character there. Tolkien's anglicization, for the most part was by removing a final 'r' or 'n' from many of the names, and changing 'v' to 'w'. Old Norse itself also changed the 'v' to 'w' in the evolution of the language.
Various sites have created different dwarf name generators where you can find a name to suit your doughty LOTRO character. These are based, in varying degrees, on the background that Tolkien supplied, as well as his sources from Scandinavian legend and myth.
The first one we'll look at is the Dwarf name generator at Slack 'n Hash, a site where we have found other useful generators for 
LOTRO races.
You have the choice of having random elements combined, or selecting elements from a provided list, which the generator will then concatenate for you. Name elements for the dwarf name generator come from Norse and other Scandinavian sources. The site owner gives credit to Viking Answer Lady, and to Kate Monk's Ononastikon. The Ononastikon site is an amazing compendium of name sources from many many different cultures and time periods.
These names are ones that could have been used in Viking times, and Old Norse is the language which Tolkien used to represent many aspects of the 'outer' dwarvish language. I am giving the version of the name without accent, as you would use it in a game, after each entry.
You select Gender of either, male or female for your name.
Using random choices, and selecting either gender, I was given:
Vargbrand: Taken from varg (wolfish) and brandr (sword / sword-blade) Wargbrand
Ástknút: Taken from ást (love / affection) and knútr (knot) Astknut
Furageir: Taken from fura (fir tree) and geirr (spear) Furageir
Kjalmæki: Taken from kjal (keel) and mæki (banner / sign) Kjalmaeki
Gnauthðr: Taken from gnauð (noise) and ðrr (wild / mad / furious) Gnauthor
Húsósorg: Taken from hús (house) and ósorgr (joyful / hopeful) Husosorg
For female names (remembering that other races can not tell a female dwarf from a male dwarf):
Vargkom: Taken from varg (wolfish) and koma (to come) Wargkom
Hlífhrím: Taken from hlíf (shield / protection) and hrím (frost) Hlifhrim
Lothinnvænn: Taken from loðinn (hairy) and vænn (promising) - According to the method Jim Allan found in Tolkien's names, the final 'n' would be dropped, leaving Lothinwaen. Not a name I necessarily would have picked as female- but if you can not tell the females from the males...
Ingfjöa: Taken from ing (descendant / of the lineage of) and fjör (life / vitality) Ingfjoa
Líknhvata: Taken from líkn (goodness / compassion) and hvatr (quick / bold / daring / manly) Liknhwata. Also not a name I would have picked for female...
Selecting male names gave me:
Sprakaeii: Taken from spraka (to crackle / to gossip) and eir (peace) Sprakaei
Saxedagi: Taken from saxe (short sword) and dagr (day) Saxedagi
Títhfúss: Taken from tíð (time) and fúss (seeking after) Tithfuss
Dróttgangi: Taken from drótt (household) and gangr (going / walking) Drottgang
Kjóllfróthi: Taken from kjóll (ship) and fróðr (wise / learned) Kjollfrothi
Kjötbrandi: Taken from kjöt (flesh / meat) and brandr (sword / sword-blade) Kjotbrandi
I was not able to discern much difference in the choices made for names from any gender based on their meanings. If you use any of these generated names, use them without accented characters, as those will be almost impossible to use in the context of an online game.
There is an occasional boggle in this generator. Sometimes you need to click 'name that dwarf' multiple times before the new name is concatenated. The elements will change, but the name itself stays the same. If you keep clicking, you will get a new name. Or you can take the elements and try to concatenate them yourself, since it still gives you the information on what name elements mean. This happens under all three choices.