But really, what are these Nuzgûl? The term is unique to the Tolkien fandom, but the origins can be traced back to the history of fan fiction.
Why do we write fan fiction? Most of the time, it is because we have a story idea using certain characters and settings in certain situations, and these ideas are persistent in their disturbance. Alternatively, it could be that we wish to explore a certain facet of the fandom, and choose to do so with a story.
Whatever it may be, the time came for when these persistent ideas would be gifted with a generic term to be used by fan fiction writers everywhere: plot bunnies.
Now, the term 'Nuzgûl' comes from the revolutionary fan fiction the "Official Fanfiction University of Middle-earth" (OFUM) written by Camilla Sandman, also known as Miss Cam.
From this, the term 'mini balrog' came to refer to the misspelling of 'canon'  names in fan fiction. A reported mini-balrog was said to be 'Nuzgûl' (as opposed 'Nazgûl').
There are other terms that are associated with Nuzgûls, having stemmed from them:
Dwimmerlaiks: Purveyors of Nuzgûls in mass quantity, to be avoided at all costs. At present, there is only one known dwimmerlaik in existence, and it is said that it can be found lurking in Henneth-Annûn, the 'window on the web'.
Silguls: This is a name given to the rarer Nuzgûls that are inspired by The Silmarillion. They are said to have "dirty grey feathers" and "red beak(s)". This intriguing spin-off of Nuzgûls are said to "fly over your head and poop plot ideas on your hair". 
 Canon in the Lord of the Rings and The Silmarillion refer to factual information as provided in the published works of J.R.R. Tolkien.
 Credit for the term and description goes to Ithilwen. :).
This is a work of fan fiction, written because the author has an abiding love for the works of J R R Tolkien. The characters, settings, places, and languages used in this work are the property of the Tolkien Estate, Tolkien Enterprises, and possibly New Line Cinema, except for certain original characters who belong to the author of the said work. The author will not receive any money or other remuneration for presenting the work on this archive site. The work is the intellectual property of the author, is available solely for the enjoyment of Henneth Annûn Story Archive readers, and may not be copied or redistributed by any means without the explicit written consent of the author.