tldr; Gimli and Frodo, together, asked Gandalf about his memories of events
There is 'The Quest of Erebor', where Gandalf, in Minas Tirith, was recounting the events of The Hobbit from his perspective to Frodo, Pippin, Merry and Gimli. The opening line in Unfinished Tales is:
He [Gandalf] would say no more that day. But later we [Frodo, Pippin, Merry and Gimli] brought the matter again, and he told us the whole strange story;
the identification of the characters is in the notes by Christopher Tolkien. In an earlier version Gimli is recorded as speaking and commenting on the history
"It still sounds absurd," he said, "even now that all has turned out more than well. I knew Thorin, of course; and I wish I had been there, but I was away at the time of your first visit to us. And I was not allowed to go on the quest: too young, they said, though at sixty-two I thought myself fit for anything. Well, I am glad to have heard the full tale.
In this version I think Merry and Pippin were absent, with just Frodo and Gimli talking with Gandalf.
One could imagine that off-page there was some discussion between Frodo and Gimli, at least, at what they had just heard, or even discussion between them before Gandalf's tale.