Given when an Elf dies, their spirit returns to the halls of Mandos. What was the Elven tradition when it came to bodily death? Did they have graveyards? Cremations?

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Likely burial

As you might expect, this is an uncommon occurrence; but the limited evidence we have suggests that burial was the norm. For example:

  • Though Fëanor's body burns away upon his death (consumed by his fiery spirit), the text makes a point of remarking that he would have no burial or tomb, suggesting that they would have otherwise been the practice:

    Then he died; but he had neither burial nor tomb, for so fiery was his spirit that as it sped his body fell to ash, and was borne away like smoke

    The Silmarillion III Quenta Silmarillion Chapter 13: "Of the Return of the Noldor"

  • Fingolfin and Glorfindel were both buried in mounds of stone:

    The rushing of the wings of Thorondor was like the noise of the winds of Manwë, and he seized the body in his mighty talons, and soaring suddenly above the darts of the Orcs he bore the King away. And he laid him upon a mountain-top that looked from the north upon the hidden valley of Gondolin; and Turgon coming built a high cairn over his father.

    The Silmarillion III Quenta Silmarillion Chapter 18: "Of the Ruin of Beleriand and the Fall of Fingolfin"

    Then Thorondor bore up Glorfindel's body out of the abyss, and they buried him in a mound of stones beside the pass; and a green turf came there, and yellow flowers bloomed upon it amid the barrenness of stone, until the world was changed.

    The Silmarillion III Quenta Silmarillion Chapter 23: "Of Tuor and the Fall of Gondolin"

  • Finrod was buried by Beren and Lúthien, who presumably would have known and followed Elvish traditions:

    They buried the body of Felagund upon the hill-top of his own isle, and it was clean again; and the green grave of Finrod Finarfin's son, fairest of all the princes of the Elves, remained inviolate, until the land was changed and broken, and foundered under destroying seas.

    The Silmarillion III Quenta Silmarillion Chapter 19: "Of Beren and Lúthien"

  • Beleg Strongbow was buried by Túrin and Gwindor, a prince of Nargothrond:

    Then Gwindor roused Túrin to aid him in the burial of Beleg, and he rose as one that walked in sleep; and together they laid Beleg in a shallow grave, and placed beside him Belthronding his great bow

    The Silmarillion III Quenta Silmarillion Chapter 21: "Of Túrin Turambar"

  • The Dead Marshes are described as hiding "graves", but the account comes from Gollum and it's not clear if we should consider those to be "buried" or just "left":

    They fought on the plain for days and months at the Black Gates. But the Marshes have grown since then, swallowed up the graves

    The Two Towers Book IV Chapter 2: "The Passage of the Marshes"

There are a couple of other referenced to Elves being buried (Finduilas is one who springs to mind), but in those cases the body is buried by non-elves, who may or may not be following (or even aware of) any elvish traditions, so I left them out.

It would be remiss of me not to mention Míriel, who laid down on the ground and left her body to the care of servants of the Vala Estë:

Then Manwe granted the prayer of Miriel. And she went to Lorien, and laid her down to sleep upon a bed of flowers [beneath a silver tree]; and there her fair body remained unwithered in the keeping of the maidens of Este. But her spirit passed to rest in the halls of Mandos.

History of Middle-earth X Morgoth's Ring Part 3: "The Later Quenta Silmarillion" (II) "The Second Phase" The Earliest Version of the Story of Finwë and Míriel"

But she died in Aman, which makes this a rather unusual circumstance and not something we can draw larger conclusions from.

There's no indication of cremation, Fëanor notwithstanding. If Denethor's words before his own immolation are any clue, it was not a commonly-accepted practice among the elves:

No tomb for Denethor and Faramir. No tomb! No long slow sleep of death embalmed. We will burn like heathen kings before ever a ship sailed hither from the West.

Return of the King Book V Chapter 4: "The Siege of Gondor"

Though he may be referring to the practice of being burned alive; I confess the text is slightly unclear on that point.

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