Krissy Von Doom
It's a little deceiving using Galactus vs Mephisto, Galactus could absorb the energies of most realms as he's the third being of the Universal triumverate. As for Strange not bothering with Mephisto when he visits earth, that's because Mephisto's power isn't as great on Earth. Yes he's been tricked by Strange and Doom but that's not to say they beat him, he banished them, from what I remember.
How about when Silver Surfer or Warlock coming into his realm and beating him, answer me that.
I wouldn't call it Dormammu "conquering" the Mindless Ones' realm, if he really conquered it he would have been able to subjugate the Mindless Ones to his will. There's a difference to conquering something and just claiming it for yourself.
He annexed the dimension, but the Mindless Ones' powers don't come from the dimension. Just cause someone has conquered a realm, it doesn't mean he has complete control over those he conquered. He also contains them, rather then displacing them in another dimension, because he uses them and have used them in the past against enemies like Dr. Strange. And they're mindless creatures, you can't expect that they'll follow orders - magic needs to be used.
The Frost Giants, Surtur, etc DO pose a threat to Asgard but whenever they've threatened the realm, Odin has been able to put them in their place, not by containing them but by beating them in a fight. Should Dormammu actually fight the Mindless Ones, who would prevail?
By himself? Or with help from his sons and warriors? If Asgard for the sake of argument annexed Surtur's Muspelheim or Ymir's Niffleheim, you think Odin himself would not fear Surtur, Ymir, or the Frost Giants. Hell, he'd try either to kick them out or contain them in some way cause he wouldn't have control over any of them even though it's HIS realm.
The Mindless Ones WOULD make havok in Asgard or Olympus or wherever but that's not the point (Galactus, his heralds, the Kree, Tyrant, any substantially large invasion force can do do the same) - the point is because the Mindless Ones are natural inhabitants of the Dark Dimension and Dormammu is actually scared of them, it means he's not the master of that dimension.
They're not natural inhabitants. Though their realm is part of the Dark Dimension, that still holds nothing over the creatures. Again, Dormammu contained them in a sector of the Dark Dimensions; he could've removed them from the Dark Dimensions all together, but he uses them as soldiers (unwilling soldiers controlled through magic). And these creatures are an entire race, not just a few MONSTERS. He fears them because they are capable of wrecking the entire realm if he's not too careful.
Dormammu can add however many dimensions to his Dark Dimension, if he's not master of each individual realm, then how powerful is he?
He is the master of his realm. He may fear the Mindless Ones, but they're also his unwilling subjects. And you underestimate the Mindless Ones, we're taking about an entire race of creatures; each one capable of killing Hulk, Thor, Gladiator, or Beta Ray Bill in a fight. Again, if Mephisto or Odin had annexed them in their realm, they too would fear these inhabitants. How powerful? Dormammu's one the most power mystical beings ever. Neither Odin, Zeus, or Mephisto have that title. Even out of his realm, Dormammu is still powerful. Why else would Strange fear his presence on Earth?