The NBT tag for Dimension changed in snapshot 20w21a, from a number to namespace ID, {Dimension:-1} to {Dimension:"minecraft:the_nether"} and no longer appears to be detectable by execute commands targeting non-player entities.

Previously this command would work in 1.15: 

execute as @e[type=minecraft:creeper,nbt={Dimension:-1}] at @s run say test

But the new 1.16 command does not work:

execute as @e[type=minecraft:creeper,nbt={Dimension:"minecraft:the_nether"}] at @s run say test

However the same command targeting the player does work in 1.16:

execute as @e[type=minecraft:player,nbt={Dimension:"minecraft:the_nether"}] at @s run say test

An easy way to test this is to make a new world, turn off mob spawning, kill all creepers, then go to the nether and spawn a single creeper and try the commands on it.

If there is a new syntax I am missing and this is not a bug, that would also be highly appreciated to be told, as the documentation is very sparse right now.