Nope
Tolkien's thoughts about the nature of Glorfindel's reincarnation come from two short essays written in the final year of his life. These can be found in The Peoples of Middle-earth under chapter thirteen "Last Writings".
In here Tolkien ponders why Glorfindel was reincarnated, who he was friends with in Valinor, and when he traveled back to Middle-earth. Tolkien however does not discuss whether or not Glorfindel shared his experiences with anyone.
The closest Tolkien gets is saying he was very close to Gandalf.
For long years he remained in Valinor, in reunion with the Eldar who had not rebelled, and in the companionship of the Maiar. To these he had now become almost an equal, for though he was an incarnate (to whom a bodily form not made or chosen by himself was necessary) his spiritual power had been greatly enhanced by his self-sacrifice. At some time, probably early in his sojourn in Valinor, he became a follower, and a friend, of Olórin (Gandalf), who as is said in The Silmarillion had an especial love and concern for the Children of Eru.
The Peoples of Middle-earth - Chapter XII Last Writings - "Glorfindel II"
Tolkien doesn't say what they spent their thousands of years together discussing though.
