Goblin Chariots sound like fun.
Tolkien's wargs always seemed to me to have been the prototype for fantasy Dire Wolves, Hellhounds, and the like - Reaper's "Bones" has lots of fantastic Dire Wolf minis to work with (but almost no normal-sized wolves, aside from some cool undead wolves for some curious reason!) Those might otherwise be my go-to choice for wolves to add the existing Classic Fantasy Goblins riders and saddles to (though I haven't checked the fit to see if they work well together!)
Thanks to Game of Thrones and the books it was based on, I've come to kind of think of wargs in general as large, savage, possessed wolves - and not necessarily wolves possessed by human spirits, and goblin wargs or demon spirits work just as well, imho.
I might go with the folklore of the British Isles and their sinister, ghostly hellhounds and black dogs - "Black Shuck", or the legend that inspired "The Hound of the Baskervilles"- for inspiration, as supernaturally wise, malevolent, and cruel creatures that seem to me like they would be closely aligned to the Unseelie Court of goblinkind, and howling,ill-omened, night-thing cousins to the Banshee:


To me, goblins "riding" these black dogs or wolves of the faerie underworld isn't necessarily literal, but a metaphor for the evil spirits that have taken the form of these hounds of hell. Saddles and goblin cavalry are fine by me and surely more of a crowd-pleaser, but the possessed black dogs themselves are literally the goblin-ridden wargs, rather than the combination of dog and goblin cavalryman.
Either way, the warg is large, lean, hungry, twisted, feral, unnatural, old, and wisened, with black fur, large glowing eyes, and a grinning, lipless mouthful of long, sharp teeth.
The warg makes its lair deep underground in the funeral barrows and halls where the dead goblin witch-kings and queens of old were buried, yet live on unquiet in their graves in the underworld of Deep Dendo, where devils dwell.
The warg is smart: there's an unholy intelligence in there, somewhere, and has made terrible pacts with unspeakably ancient beings for supernaturally long life, and demonic powers. The The warg rises up and prowls the overworld by night, carrying the curses and agents of the devil-bought from goblin lands below, to the world above to make mischief in the darkness. The warg speaks in a voice that is neither that of beast nor that of man, and will whisper terrible secrets to fitful dreamers from outside bedroom windows, or it will howl horrible prophecies in the night, fortelling doom to the family of those who hear it. The warg is a nightmare, the warg knows what scares you.