4

Title kind of covers it. Do they ever make a second appearance? Do we ever learn who they are?

8

The closest I can find is two mentions on Memory Beta, the non-canon Star Trek wiki. And neither of them is about the aliens, just references back to the episode.

From the episode page,

The events of "If Wishes Were Horses" would later be mentioned in the novels Fallen Heroes, Proud Helios, Devil in the Sky and Wrath of the Prophets.

And from the page on Rumpelstiltskin,

In 2370, Molly called Quark an old gnome like Rumpelstiltskin. Odo became agitated when he heard, being reminded of the events that took place on the station. (DS9 novel: Fallen Heroes)

However, the baseball given to Sisko by the Buck Bokai alien in this episode gains great thematic importance as the series evolves.

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