I just watched the miniseries adaptation (with which I was not particularly impressed) of "The Martian Chronicles" and so maybe my comment is colored by my reaction to that movie. I'm referring to the third installment of that show, where the Martians were portrayed as implicitly "ghosts," or at the very least time or dimension travelers without solid existence that the earth astronaut (Rock Hudson) could touch. If I recall correctly, the Martian seemed to be viewing Rock Hudson as similarly "ghostlike."
I know you're likely speaking figuratively in including the word "ghost," and that you take the ideas here very seriously. But when that term is used those opposed to Epicurus' views to disparage the theory (as if it is no more substantive than children making up ghosts for Halloween) I don't think it's giving Epicurus proper credit at all.
I think you're right that there's no necessary reason that such beings would have to live "between worlds." The only logical requirement is that they have as means of self-regenerating in whatever environment in which they might exist.
And I'll bet we'll eventually find what you are looking for in terms of additional text references, and my wager is that when we do we'll see them being treated like atoms or the swerve -- as things that we deduce "must" exist due to things that we do observe. But I would expect that the analysis will recognize that for the same reason that we think that atoms have a limit in size (the reason is at least in part that we have never observed one), the Epicureans thought that these gods live either (1) very far away in the "intermundia," or(2) in that "parallel dimension" you're talking about (again for the reason that ourfive senses give us no direct feedback of them).