Okay, I'll take the Giant's comment as confirmation that Duergar do exist in this setting -- and that the smuggler, with the skin tone, is likely one such.
In which case, it seems likely a duergar getting into the afterlife just needs to die in battle. The old-school Vikings weren't nice people. You don't have to be good to die an honorable death in battle. So a good person who died of illness would wind up in Hel's domain while a Xykon who was killed in battle would enter Valhalla.
Respectfully,
Brian P.