Yesterday morning I had a BSOD in Windows 7 x64 but when I looked for the dump or minidump files, neither was there (the last one was precisely a month ago yesterday, and did create a MEMORY.DMP file) ...

yah, for minidumps the exe's you point the debugger to have to match the ones that created the dump. This isn't an issue for kernel or full memory dumps (though for those you still need the symbol ...