In Definitive Linguistic Notes (DLN) from 1959, Tolkien indicated that, at least part of the time a final -w could intrude into the interior of a Sindarin word to form a u-diphthong, in a mechanism parallel to the much better known process of i-intrusion:

N.B. final -w (left after loss of vowels) in Sindarin was dropped after labials (-mw > mm anyway): after other consonants [it] became ŭ or was intruded like y but without alt[ering] of the preceding vowel. So matwā [>] madw̯ > maud or madu. teswā “[?chip]” > teχwā > teχw̯ > tewch (PE17/148).

This note has two additional examples of this change in participle forms of the highly irregular verb gwae-: awn (vs. anu) and gwawn (vs. gwanu). There are also hints of similar u-intrusion in notes on the Common Eldarin Article (CEA) from 1969:

In the case of final chw, since the χ was not only a back spirant but also highly rounded, chw becoming final > u̯χ (wch), producing with the preceding vowels the diphthongs awch, owch (> awch), ewch, iwch (> ȳch), uch (> ŭch), with affections [plural forms] ewch, ewch, iwch (> ȳch), uich (PE23/139).

Outside of these two notes there are no clear examples of this sound change. Furthermore, other than the combination chw > sw, Tolkien gives alternate forms without u-intrusion: madu vs. maud, anu vs. awn, gwanu vs. gwawn. Examples of final u are widespread in Sindarin, so it seems (unlike i-intrusion), the intrusion of u was not universal, except perhaps in the case of final chw [ƕ]. For example herw “wine” < *swerwā without u-intrusion also appears in CEA.