There should have config for preventing mobs to spawn in dimensions they shouldn't.

Which mobs are spawning where? All mobs except for the Blazing Juggernaut should only spawn in dimension 0 in the latest version (1.1.6). The Juggernaut only spawns in biomes with the type Nether.

I mean I plan to add this feature anyway but they should not spawn outside of the overworld right now...

I noticed they spawn in the Aether, Twilight Forest, and Deep Dark, and some others I don't remember, I didn't check all of them. Anyway they spawn in almost all modded dimensions.

Ok I retried again, and it seems to work fine now, unsure to know what happened.

I just did a check with the most recent version (1.1.6beta) and by default they definitely do not spawn in the Aether or Twilight Forest. So either you are using an outdated version (as this was an issue in an older version) OR some other mod you have adds my mobs to those dimensions.

Nah I always use last version, anyway I will try again, and see if it occurs again. ;)