None that I know of except your own common sense. . . DV/DR are the trickiest issues to address. I would choose a Dodge and Parry progression that makes the most sense for the creature and apply it's HD to it. Then consider natural armor bonuses as DR.
Just do what makes sense for your campaign. Most importantly though remember that the role of monsters is to terrify and quite possibly kill your players. The Hyborean age was not full of goblins and trolls and if mosters become common place you will rob your campaign of its uniqueness.
In particular, the Frost Worm from the Monster Manual seems to be pulled directly from "Lair of the Ice Worm". I plan to have my PC's encounter this little lovely in the future, but first I have to get them out of Zamora, where they have taken up residence in Shadizar.
Heh - thats easy, in the spirit of REH, you just start the next game with "Nobody can remember why you thought it was a good idea to leave Zamora, but you have been in *the land of the GMs choice* long enough for the money to run out and it is time to look for work...