The only sense of "worship" that I immediately recall from the text of Lord of the Rings were the "moment of silence" that Frodo and Sam shared with Faramir and company in Ithilien, and possibly, Aragorn's coronation (in having Gandalf, as a representative of Valinor, place the crown on his head.) I don't recall any mention, at least directly in the text, of the dwarves worship of Aule, their creator/sub-creator. Gimli was rather close-mouthed about his own culture, but was no doubt well educated in this matter by Dwarf standards.
Frodo could speak and, presumably, read Sindarin and appears to have had at least a halting grasp of Quenya. This seems to me to be equivalent of a medieval nobleman learning Latin, Greek and Hebrew to read the Bible in It's original language. He and Bilbo would have been the best educated among the hobbits in matters of faith, but none of the hobbits seemed to be surprised by the act of faith represented by Frodo and Bilbo sailing into the west, never to return, which tells me that they knew something about the Valar and the Undying Lands, at least, and perhaps Iluvatar.
I don't have Letters, but I think Tolkien deliberately avoided any overt displays of religious ritual, though I can't recall the reason. Being a devout Catholic, he probably did not want to risk any perception of satirizing the Sacrament of Mass by adapting it into a subcreated fiction, though I don't know that for sure.
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But all the while I sit and think of times there were before,
I listen for returning feet and voices at the door.
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