To make things clear, these are the guidelines I used. Some may not be completly canon, but I wanted it to be plausible how Thorin, Fili and Kili were in Valinor, because dwarves are not supposed to come there at all (in body), definitely not after they've died.
[N1: The hobbits very original heritage is a crossing between men and elves. Over the long, long years they have evolved into a separate race of 'hobbits', with a hardiness in them alike the elves, but resembling the mortal part of their heritage more in any other aspect. As such, they do not linger in the Halls of Mandos, and sail on westwards to be free of the bonds of the world, like the race of men. No one knows where they sail towards except Illuvator.]
[N2: The souls of the fallen dwarves linger in a separate hall of Mandos, as decided by Aulë, their creator. The other souls, those of elves and men, were created by Illúvator, and don't reside in the same hall. The dwarves are meant to wait until the End of the World, after which they will return to Aulë's side to help him rebuild it. They do not reincarnate like the elves, nor do they sail onwards like the hobbits and men.]
[N3: Illúvator makes an exceptional decision, out of thankfulness for the ring bearer, and asks Aulë permission to reincarnate three of the sons of Durin, Thorin, Fili and Kili, into Valinor where they will stay until Bilbo sails on. However, should he not arrive, their souls will not return to the halls of waiting, and they won't help rebuild the world. Aulë agrees, a little reluctant, and provides that they should have a choice. So, before they wake they are asked if they are willing to take that risk, and of course, being them, they do.]
"And tomorrow when they call our names from afar, I just hope it's not yours, I hope it's not yours."
- A midnight thought that inspired me to write this story
"THORIN!"
Kili burst through the door, not minding the delicate carvings he very nearly damaged, or the now muddy carpet.
"Thorin, quick! Word has come from the haven!" he bounded over to the mirror where the son of Durín sat in a chair. "Uncle, they say the last one has arrived!" he grinned.
Thorin, still holding part of his unfinished braid, gave him a stern look. "Kili, what did I say about storming into my study?" he said, his baritone voice crossing to his nephew with ease, for Thorin never needed to speak loudly to be heard.
Kili's smile faltered. "You said: 'Don't'" he repeated solemnly. "But, uncle, the last ship! We need to get to the haven. I already called for Fili to ready the horses at the stables." His smile returning in full force, he cheekily added: "You don't want to be late for your burglar, now would you?"
Thorin, not having moved from his spot for so much as an inch, calmly finished his braid before answering. His voice was barely above a whisper.
"We are not sure he will arrive at all, Kili. You know that."
Knowing quite well his uncle didn't want him to get his hopes up to prevent the, in his eyes inevitable, disappointment, Kili responded to the argument in the only way his mind allowed him to. So taking a deep breath, he repeated the mantra that resounded his head. "We are not sure he won't either. Hobbits are hardy folk. You of all people should know that."
The king under the mountain looked his nephew in the eye for a moment, a carefully neutral expression on his face.
He then turned back to the mirror to check his work and said, "I suppose so. But remember what Mahal said before returning us to our bodies. The ring has made him weak."
Kili interrupted sternly. "But we should not give up hope."
Finishing the last adjustments to his signature side braids, Thorin then stepped away from the mirror. Facing his nephew fully at last, he was silent. Without realizing it, Kili resembled Dís in astonishing detail with his shoulders squared and a stubborn expression on his face. It made Thorin smile. "No, Kili. We should not give up hope," he gave in. "Let us ride to the haven. We will see."
Kili grinned and happily bounded from the room. It had been especially created for the Last King of Durín, Thorin, for his stay in Valinor. His nephews owned similar rooms in the house they'd been given. It had been carved into rock, and though it was nothing like the grandness of Erebor, it felt homely enough. Valinor had rare mountains, for the Elves did not often choose to live there, but especially for them, a small mountain had been created. It was barely more than a big hill, but they appreciated the effort. Dwarves were not made to sail across the seas, or to live in the Undying Lands, and it became painfully visible every time they stepped outside. Though Valinor looked alike Middle-Earth at first glance, the hand of Elves was visible in all things. All was graceful and quiet. There were no uprooted trees to be found, no wild landscapes, no cold winters and no rough edges. All was strangely lively, but perfect. They were not called the Undying Lands for nothing. Even the animals were tame and were only used to rolling Elfish tongues and soft hands. It had taken quite a while before birds dared to go near their home with its rough layout and rougher inhabitants.
No, Thorin did not feel at home in Valinor. And for the second time that day he prayed that Bilbo would arrive safely.
It took them nearly two hours to get to the docks. When they arrived, a small group had already formed. They were all Elves. Naturally. So Thorin, Fili and Kili tied their horses to a nearby fence, telling them to stay. Fili and Kili did so in Elvish, Thorin in the tongue of men, because, while now accepting of Elves, he still refused to 'succumb to their stupid animal whispering manners'. His horse tried to gnaw the rope, which he pointedly ignored. He also didn't notice that, when he turned his back, Kili sneakily told it to try harder in Elvish, which made Fili snigger.
They had to wait for almost an hour more before an excited mumbling arose from the Elves. For their eyes were far better than dwarves' in full daylight, though none of them could compare in the dark, and they had caught sight of a black silhouette on the horizon.
Nerves settled into the stomachs of the dwarves. Would Bilbo be on it? Would he have made it? Quietly they made their way down to the docks, staying a good way from the Elves. They were given a few strange looks, but otherwise left alone.
"I wish they came faster," Kili sighed. Fili rumbled in agreement, for they themselves had not been able to see the ship. For another quarter of an hour they gazed intently to the horizon, trying to make out anything other than water, water and more water, until suddenly, "There!"
It was Fili who had seen it first. A small black dot where the sea and the sky met. Excited, Fili and Kili they fidgeted around, clapping each other on the shoulder and pointing towards the approaching silhouette. "It won't take long now!" Kili said optimistically. "You're right," Fili said, "now that they must've seen the shore, they will make haste!" And they bubbled enthusiastically among each other. But Thorin was not able to celebrate with his nephews.
His guts were twisted in a painful knot, twisting whenever he thought about the little hobbit hopefully aboard. How he had hurt the Halfling. He was not an idiot. His time in the Halls of Waiting were spent mostly reflecting the undeserved anger and bitterness he had inflicted on Bilbo. How he had been relentlessly putting the little guy down, looking down on him, thinking him useless, when all along, he had been making the quest easier for all of them. Most of for him. And then after, when he was so overtaken by the sickness in his mind that he had nearly killed the one person he owed all of Erebor to! Of course, he had seen sense before the end, but all he could do was give an apology on his deathbed. And he was pretty sure that Bilbo, while never truly lying to him, might not have forgiven him as fully as he made it appear. After all, Thorin was dying. And you do not deny a dying man forgiveness. It was just not proper.
Of course, he only thought of that when his soul was already drifting among his kind.
But now, he had the chance to set it all right. Once and for all. When Aulë gave him his choice, he did not hesitate to take it. He would rather live an eternity among the Elves, knowing he had done all he could to set right his mistake, than retire to the halls of Mandos and return to Aulë's side, all the while living with regret in his heart. Bilbo deserved healing, and if he was the one that could give it to him, he would try his hardest to fulfill that request.
However, though Thorin himself did not know this yet, his decision was not all motivated by pride. For his heart was bursting in its seams, fondness mingled with sadness, but above all, buried underneath all his regret and shame, a deep, deep love stirred at its base. And it was that love, that love above all, that moved him to forsake all his heritage, and risk his place among his kind for a simple hobbit from the Shire, who missed his handkerchief and comfortable chair most of all on their quest.
Fili and Kili had no such regrets. Their choice had been an easy one, because their hate for the Elves was not as fiery as Thorin's. All in all, being in Valinor had not been too dreadful for them. Yes, they missed their grand home in Middle-Earth, but their lively spirits were not made for the Halls of Waiting either. For them, those Halls were perhaps even more of a punishment. They even came to quite like the Elves. In the passing year, they had befriended a Wood-Elf named Tauriël. She was, like the two brothers, an up-beat spirit, even considered rowdy among her fellow Elves. Especially Kili, he had noticed lately, got along famously. Should Bilbo arrive, Kili would not like to part with her after Bilbo sailed onwards, Thorin mused.
"I think I see Gandalf!"
Thorin tore his eyes away from the waves to see what was going on. Kili, for it had been Kili who had the sharpest eyes, was bouncing up and down in excitement. "Look, you can make out his pointy hat!"
And he was right. On the far away ship, he could just make out one of the tall silhouettes on the railing, and it had had a large, pointy hat.
Thorin had known Gandalf would return to Valinor. After their quest, he had asked Gandalf about his heritage. If he had known from the start what great power the wizard really had, he would not have doubted his decision. A Maia. Who who'd have thought…
Sighing, Thorin sat himself down on one of the benches on the dock. If they would have to wait another few hours, he would do so in comfort.
It took them until sunset. For hours the gathered crowd peered intently to the horizon, watching the ship come ever closer, trying to make out the figures of their beloved among the people on the deck. There were at least fifty Elves that they could make out. Among them Kili thought he saw Elrond, and Fili wondered out loud who the Golden Haired lady beside Gandalf could be, because he seemed very interested in their conversation. However, there was no sign of any small creatures hopping around on deck. Neither young or old. Thorin was worried. What if Bilbo was already gone?
Finally, the ship docked at the pier. Thorin, Fili and Kili walked a little closer, nerves making home in their hearts and minds. A steady stream of delighted Elves made their way down from the plank, reuniting with long lost family and separated friends. Occasionally, a pair of lovers took beloved's hands, all lost to them but each other. It was rather sickening. At least, on a normal day, it would have been. But not this day. Because Thorin could not find Bilbo. He was not among the Elves still waiting on deck, nor among the pooling people at the ground. There were not many left now, and there wasn't a sign of a Halfling, certainly not their beloved burglar.
"He would come, wouldn't he?" Kili asked, his nerves now finally showing. "He can't not come!"
Thorin didn't respond, for he feared he might throw up. Eventually, every single one had left the ship, it's only occupants now being Gandalf, Elrond and the fair headed lady, who seemed to be in an amusing conversation, for they laughed. He watched the three with a sinking feeling, all the tumult in his stomach making way for bitter emptiness. Bilbo had not come. Thorin thought he was going to deflate and blow away. He hadn't made it. Closing his eyes, he turned away and walked back to where the ponies still stood peacefully. But he hadn't made it three steps when he heard an excited cry. "Bilbo!"
Jerking his head so fast sideways he thought he might've caused a whiplash, Thorin's blood rushed in his ears at the sight of two very small, very Halflingish figures appearing from beneath the deck. His heart was beating so fast it could have jumped right out of his chest, but Thorin could literally not move. His nephews, however, had no problem with moving whatsoever, and bounded from their places like two young, overgrown puppies, shouting Bilbo's name and waving towards the ship like madmen. Thorin watched the younger figure raising his head in surprise. Gandalf just smiled in that terrible, terrible, cryptic way of his. The familiar gesture snapped Thorin out of his trancelike state. With a pounding heart, he slowly walked to the ship. By the time he arrived at the pier, Gandalf and the two Elves had already descended and the wizard was talking merrily to Fili and Kili, who, in return, were watching Bilbo on his way down with nothing but utter concern, ignoring Gandalf for all his chatter.
Thorin almost didn't dare look at Bilbo. He had carefully kept his eyes trained on his two nephews while his legs took him to the ship, for he feared that if he looked at him, he might vanish in thin air.
Bilbo was old. Older than he'd expected. He was even smaller than before, his mob of curls now white instead of honey brown, and his face hidden underneath a coat of wrinkles. His arched back seemed so fragile, so delicate and he almost thought he could break it just by watching him. Bilbo himself didn't seem to notice all the commotion. On his companion's arm he carefully put his foot down on the dock, looking around in unconcealed wonder.
Then, he spoke, and that was the first time Thorin noticed Gandalf was silent. "My dear Frodo," he said, and his voice had never sounded so thin in his life. "Have I died?" And he looked to his companion (Frodo, apparently) with so much trust in his still bright blue eyes it broke Thorin's heart. Bilbo Baggins. His burglar.
Frodo smiled, and said, "No, uncle. This is Valinor. We have arrived in the Undying Lands. I spoke about them to you, do you remember?"
A crease appeared between the two bushy, white eyebrows (the same crease Thorin had watched appear so often after one of his insults) and Bilbo seemed deep in thought for a moment.
"I…" he began. "Yes… I think you might have said something about it... I can't quite remember, though…"
"That's okay, Bilbo. You will remember soon enough," Frodo said.
Gandalf put his staff down on the ground, a look of fondness gracing his old features.
"Now, my dear friend," he said, "it seems there are some people who have been waiting for you."
Bilbo turned to the direction the wizard was gesturing, and seemed to notice Fili and Kili for the first time. Thorin had still been standing away from the group, not daring to move closer.
"You look familiar…" Bilbo said, his eyebrows knitting together, "have I met you once before?"
Barely hiding their excitement, Fili and Kili took a step forward. "Bilbo, it's us," Fili began. "Fili and Kili," Kili continued. "You went with us on a grand adventure, remember?" "Yes, you helped us retrieve our home!" Fili said proudly.
Bilbo was silent for a long moment. Then he let out a little breath and wavered, "I'm afraid I can't quite remember…" Fili and Kili's faces fell almost comically. "But I do have a strange image of trolls…" Bilbo sounded confused, but Fili and Kili could not help but burst out in laughter. "Yes, Bilbo, you saved us from those three!" "They were gonna eat us they were!" "But you outsmarted them, our little burglar!" They stood with two identical grins, happiness evident on their faces.
Bilbo hummed. "Burglar…" he murmured.
Thorin heard himself speak out of a far distance.
"You were the best burglar we could have hoped for, Halfling," he said. "And we came to thank you for that service."
Bilbo quietly tore his gaze away from Fili and Kili, staring at Thorin in renewed confusion. Then, he silently hobbled over to him, Frodo assisting him in every step. Thorin, frozen to the ground once again, felt his eyes widen in surprise. The look of intense thought never left the old hobbit's face, studying Thorin's appearance intently for a good few minutes. The king held his breath.
Then, at last, Bilbo opened his mouth.
"I knew you very well, did I not?" he said.
And he smiled.
And Thorin couldn't help but smile back in relief.
"Yes, my dear friend, you did," the Last King of Durín spoke. "Better, even, then I knew myself."
Bilbo nodded in content. Then he straightened up and bobbed his head again. Turning to the small group, he said, "Well, I don't know about you lot, but I'm quite hungry already. Is there any chance we could get something to eat?"
Even Elrond could not suppress a grin.
Hobbits could do the most remarkable things, he mused, but in the end, they were still, and foremost, a hobbit from the Shire. And hobbit's did not have any troubles, as long as their stomachs were filled and their minds at rest.
And it seemed that Bilbo would get both.