tldr; Gimli and Frodo, together, asked Gandalf about his memories of events
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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.