• 02.114 It would have made only a tiny pocket-knife for a troll,

The key feature, as OED explains is the foldability of blades to make the knife suitable for pocket carry.  The examples there include the hyphen.

“pocket knife, n.” OED Online, Oxford University Press, June 2017, http://www.oed.com/view/Entry/146413. Accessed 19 September 2017.

Well, bless.  “Pocket handkerchief” has its own OED entry – not hyphenated – and means not only a handkerchief for carrying in the pocket (where else might one carry a handkerchief?), but a small area (as of land), or a small, light sail such as a jib or topsail.

• 02.020 and found he had come without a pocket-handkerchief!
• 02.024 and I have left my pocket-handkerchief behind,
• 02.025 You will have to manage without pocket-handkerchiefs,
• 02.027 He had brought a lot of pocket-handkerchiefs,
• 12.008 without a pocket-handkerchief
• 12.008 He had not had a pocket-handkerchief

“pocket handkerchief, n.” OED Online. Oxford University Press, June 2015. Web. 24 July 2015.

• 08.005 It then became pitch-dark –
• 08.005 not what you call pitch-dark,

This word appears in only one paragraph in the whole book… twice.  And Chapter 8 is famous for not having many hyphenated words.  The word has its own OED  sub-entry with and without hyphens in the examples.

“pitch, n.1.” OED Online, Oxford University Press, June 2017, http://www.oed.com/view/Entry/144680. Accessed 19 September 2017.

• 07.117 in the direction of the pine-woods on the east side of the Misty Mountain
• 14.040 right to the pinewoods of the Misty Mountains;

I am intrigued that Tolkien uses it in the same sense of “woods of pine trees” – even the same woods – with two spellings.  The OED has it hyphenated, one-word, and two-words.

“pinewood, n. and adj.” OED Online, Oxford University Press, June 2017, http://www.oed.com/view/Entry/144125. Accessed 19 September 2017.

• 01.083 and hear the pine-trees
• 01.123 and the pine-trees on the Mountain creaking
• 03.012 and the smell of the pine-trees made him drowsy,
• 06.060 out of his pine-tree.

This word is found as a single word, as a hyphenated word, and as a two-word word in OED.  It is only found hyphenated in The Hobbit.

“pine tree, n.” OED Online, Oxford University Press, June 2017, http://www.oed.com/view/Entry/144123. Accessed 19 September 2017.

• 13.017 Oin with a small pine-torch alight

This word has its own sub-entry, both hyphenated and not in the examples, in OED.

“pine, n.2.” OED Online, Oxford University Press, June 2017, http://www.oed.com/view/Entry/144099. Accessed 19 September 2017.

• 06.045 over a floor of pine-needles;
• 06.070 deep-piled pine-needles,

This sub-entry in OED has hyphens in some of the examples.

“pine, n.2.” OED Online, Oxford University Press, June 2017, http://www.oed.com/view/Entry/144099. Accessed 19 September 2017.

• 06.064 He gathered the huge pine-cones

This word has its very own OED entry with the hyphen in some examples.

“pine cone, n.” OED Online, Oxford University Press, June 2017, http://www.oed.com/view/Entry/263586. Accessed 19 September 2017.

• 02.054 and wondering how to make owl-noises

No such entry in the OED.