Glóin is my favourite and maybe the strongest hero to combine with At the End of All Things. Being able to damage him willingly with the contract to ready your other hero gives extra ressources, which compensates for the lack of a third hero and gets around the restriction to not gain ressources from attachments. Looking for a hero to pair with Gloin i immediately was drawn to Gimli who his not only a thematic fit, but can also benefit from readying, hitpoint boosting attachments and being damaged.
Strategy:
Hard Mulligan for King Under the Mountain, the most important card to gain card draw and a bit of economy with Hidden Cache and Ered Luin Miner. In the first three rounds, Gloin commits to the quest and can damage himself to ready his son Gimli. Depending on the quest and how much willpower or combat strength you need, he can do some combination of commiting to the quest, defending (hopefully taking some damage) and attacking. Or you can further accelerate your economy by exhausting him for Captain's Wisdom or We Are Not Idle and get some allies and attachments out. Being able to make use of these events is another strong argument for using Gimli over other heroes.
Once you passed the first three rounds, you can flip the contract and gain a bunch of ressources and 2 card of your choice. Master Ironsmith + Citadel Plate or Ancestral Armor is often a nice combo, cause at that point Gloin is running out of hitpoints and Gimli can use them as well. With Ancestral Armor and Strider, Gloin can also be ready and defend in the combat phase. Other great cards are Faramir for willpower or Onward Into Battle for combat cause you cant ready Gimi anymore with the contract. If you need tempo and have already expensive cards in hand, you might go for Sneak Attack+ Gandalf instead.
The allies are here as the most efficient in there as the most efficient questers in these spheres, providing 2 Willpower for 2 ressources (even more with Faramir), but non of them are essential so you can swap them out in case of uniquenes conflicts in multiplayer.