Yes! Think I read the king lists some fifteen years ago. Little hazy but definitely remember the Epic of Gilgamesh.
This does bring up the question of how the dwarves should organize. A single Underlord at the bottom of the “lowarchy” or a gaggle of competing kings? Names and concepts subject to change. 
A single Underlord seems to suit their goals better–better able to put together large construction projects and wars for the acquisition of captives. But we all want evil dwarves to be capable of fighting each other. What about combining the Sumerian king tendency of erasing enemies with the nominal immortality of the elite Persian troops? When an Infernal Dwarf defeats and executes an ID of higher standing, he takes the vanquished dwarf’s name, rank and property while, of course, retaining his own earlier property. In this way, the highest (lowest?) dwarf names go back for thousands of years and are credited with far more mighty deeds than a dwarf could possibly achieve in a lifetime.
The egostatistical madman part could come in when the dwarves start to believe they are in some sense their predecessors.