From Letter No. 153:
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They [orcs] would be Morgoth's greatest Sins, abuses of his highest privilege, and would be creatures begotten of Sin, and naturally bad. (I nearly wrote 'irredeemably bad'; but that would be going too far. Because by accepting or tolerating their making - necessary to their actual existence - even Orcs would become part of the World, which is God's and ultimately good.)
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Hmm...I've quoted this four times today!
Anyway, this comment from one of Tolkien's letters explains the free will and nature of beings in Ea (Ea = creation, the universe).
The Silmarillion says the same about Melkor:
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And thou, Melkor, shalt see that no theme may be played that hath not its uttermost source in me, nor can any alter the music in my despite. For he that attempteth this shall prove but mine instrument, in the devising of things more wonderful, which he himself hath not imagined.
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All of the beings in Ea have free will apart from what Eru would have them do (and at the same time, it is what Eru wants them to do ultimately, as he has given them this free will). Because of *and* in spite of this free will, because they are of Eru, that is, existing in his world, they are bound to the ultimate goodness of him that is, of course, exemplified in his creation.
Basically, because Gollum was allowed to be a part of Eru's creation, he had an ultimately good core that was bound to come out and would come out as a part of Eru's design. That good came out in his inadvertent sacrifice. You know - the old "There's good in everyone" concept.