It is unknown whether the Dwemer worshiped any Gods. However, it is known that they despised and scorned the Daedra, mocking their "foolish" rituals. In The Battle of Red Mountain, it is mentioned that "[they] preferred instead their gods of Reason and Logic." These may be metaphorical terms, but the fact that Vivec, the author, capitalized them suggests otherwise.
Since the Dwarves died so long ago, it is not know exactly what they were like. What we do know about the Dwemer in general is that they were reclusive, powerful, and tended to use "technology" over magic (the Dwarves at Stros M'Kai were reliant on steam power).
We know that they were feared- by the Dunmer, by the Nords, by the Redguards, perhaps even by the Gods. Some might say that, in this respect, the Dwemer were "blasphemous". They challenged the power of the Et'Ada (Aedra and Daedra), questioned their authority, and travelled into the "Outer Realms".
http://www.imperial-library.info/dwemer/guide.shtml
http://www.uesp.net/wiki/Tamriel%3a%44wemer
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