As far as I understand Toady One's vision for the dwarves, they are to a large extent based off the modern fantasy stereotypes of dwarves, but their societies and customs are meant to be as distinct and unique per civilization as humans civilizations are, so while they all (currently) speak the same language, it would make sense if we ever get things like family names that each civilization would have their own convention for them.
Some obvious conventions that spring to mind would be:
1. Urist Hazehammer and Rovod Wealthcradle get married. Rovod takes the surname Rovod Hazehammer OR Urist takes the surname Wealthcradle. Their first son is Kadol Hazehammer OR Kadol Wealthcradle.
3. Urist Hazehammer and Rovod Wealthcradle get married. Urist and Rovod both take the surname Wealthhammer OR Hazecradle. Their first son is Kadol Wealthhammer OR Kadol Hazecradle.
4. Urist Eshtanson and Rovod Kogandaughter get married. Their first son is Kadol Uristson OR Kadol Rovodson, depending on patrilinearity or matrilinearity.
5. Urist Ralgrandson and Rovod Tarangranddaughter get married. Their first son is Kadol Eshtangrandson OR Kadol Kogangrandson, depending on patrilinearity or matrilinearity.
6. Urist Eshtanson and Rovod Kogandaughter get married. Rovod takes the surname Rovod Uristwife OR Urist takes the surname Urist Rovodhusband. Their first son is Kadol Uristson OR Kadol Rovodson, depending on patrilinearity or matrilinearity.
7. Urist Eshtanson of Hazehammer and Rovod Kogandaughter of Wealthcradle get married. Their first son is Kadol Uristson of Hazehammer OR Kadol Rovodson of Wealthcradle, depending on patrilinearity or matrilinearity. This might be appropriate if either the Hazehammer or Wealthcradle dynasties are nobility.
8. Urist from Laboredholy and Rovod from Rockblessings get married in the fortress of Boatmurdered (WHY?!). Their first son is Kadol from Boatmurdered.
You could, of course, combine multiple naming conventions (along with deednames) for hilarious names like Urist Eshtanson Ralgrandson Rovodhusband "The Fiery Rebuke of Gemstones" of Hazehammer from Laboredholy.