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There is also this quotation that suggests Melkor’s own inability to fly. If the Balrogs knew how to fly, why would Melkor not go and get the secret from his own allies, rather than trying to capture eagles to force the information from them?
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On the other hand, there are citations aplenty regarding winged servants of Morgoth, the most obvious of which is Thuringwethil, "the messenger of Sauron, [who] was wont to fly in vampire's form to Angband..." See also the words of Carcharoth in the Lays: "Though winged creatures to and fro unnumbered pass here, all I know."
The speculation on the dimensions of the hall in the Encyclopedia of Arda is just that -- pure speculation. We can't draw any reliable inference of the dimensions of the hall side of the bridge based on the width of the chasm; there's no correlation between the two.
As far as the Chamber of Mazarbul -- there's no reason to think that wings would make a stitch of difference as to whether or not a winged or unwinged Balrog would be able to pass through the door. Why wouldn't a Balrog, like any winged creature, be able to fold its wings into its body? By the same logic, no garden-variety songbird should be able to fit through the round hole of a bird-house.
You can read all the "wings", "winged", "flying", etc. figuratively, but there sure seem to be a lot of wing references cropping up in relation to Balrogs. The debate surges on!
