...Some of these [memories of being "Randolph Carter" on an alien world in the distant future] were parts of the persistent, recurrent dreams of the wizard Zkauba on the planet Yaddith. They were too persistent — they interfered with his duties in weaving spells to keep the frightful bholes in their burrows, and became mixed up with his recollections of the myriad real worlds he had visited in his light-beam envelope.... [In Randolph Carter's age], Yaddith would be a dead world dominated by triumphant bholes.... [Zkauba/Carter's time spent on Yaddith] made a tale in itself which could not be related in brief compass; there were trips to Shonhi and Mthura and Kath, and other worlds in the twenty-eight galaxies accessible to the light-beam envelopes of the creatures of Yaddith.... There were hideous struggles with the bleached, viscous bholes in the primal tunnels that honeycombed the planet [Yaddith].... [Zkauba/Carter] devised a doubly potent spell with which to hold back the bholes at the moment of his starting from the black, dead Yaddith of the inconceivable future.... [Zkauba/Carter] climbed up to his envelope-platform, on the pretext of sailing for the triple star Nython, and crawled into the sheath of shining metal [in which he escaped doomed Yaddith.] Below him the ground was festering with gigantic bholes; and even as he looked, one reared up several hundred feet and levelled a bleached, viscous end at him. But his spells were effective, and in another moment he was falling away from Yaddith unharmed....
Dholes are a race of incredibly huge worm creatures. Little is known about these creatures, not even their planet of origin. It is likely they are related to the Bholes that dwell in the Dreamlands, in the Vale of Pnath. Their most documented appearance is in the H.P. Lovecraft story "Through the Gates of the Silver Key". In that story, the Dholes are shown living on the world of Yaddith and slowly eating the planet away through tunelling.
They are highly carnivorous, and despite the magical and technological skill of the native Yaddithians, they were forced to abandon the planet to the Dholes after hundreds of years of fighting them. It is implied that the Dholes follow the Yaddithians wherever they go, though that seems unlikely. No Dholes are known to exist on Earth, as they would surely cause the slow death of the planet.
In The White People by Arthur Machen, whom Lovecraft admired, there is mention of "Dôls", but no description is given. In The Illuminatus! Trilogy, both the Dôls of Machen and Dholes of Lovecraft are mentioned as being references to mythical creatures associated with the Illuminati. In "The Hounds of Tindalos" by Frank Belknap Long, the Hounds of Tindalos are said to be allied to Doels, who aid them in gaining access to their victims; whether or not these are the same as Dholes is uncertain.