I had limited success with Twilight Nazgul due to them being pretty unplayable unless they can hit very early... That being said: first of all, check your twilight WK and throw out the
Return to Its Master. Stronghold is pretty useless in late game and bad enough not play it, least 4 to get it early. Away with it. Which leaves you with 33 cards and a more acceptable size. Gollum is not bad, but uses up a LOT of space. Ask yourself if you really need that one threat or rather play 3 - 4 Gollum instead. Further, think about
Morgul Brute and a very necessary Twilight Nazgul card:
It Wants To Be Found.
Switch the numbers of
Dwarven Axe and Bracers.
Gimli's Battle Axe just gives needless pool. You don't want to get Gimli into a skirmish unless you absolutely have to. If it's about the added damage bonus, go
Axe of Erebor. That one at least has synergy with the conditions. I like to almost always use 2
Ring of Guile to get an event back.