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The Dokkaebi are legendary creatures present in Korean mythology. Notably described as having supernatural abilities used to interact with humans. They often play tricks on or help humans and are described to be "impish" or goblin-like.
They possess an "awe-inspiring" or "fearful" appearance as well as the ownership of indescribably magical objects.
Are there any parallels of creatures that fit these descriptions in Buddhism?
What you describe fits yakkha (Pali) or yaksha (Sanskrit). You can find more info on this on the Wikipedia page on Yaksha where it says:
Yaksha (Sanskrit: यक्ष yakṣa, Kannada: ಯಕ್ಷ yakṣa, Tamil: யகன் yakan, இயக்கன் iyakan, Odia: ଯକ୍ଷ jôkhyô, Pali: yakkha) are a broad class of nature-spirits, usually benevolent, but sometimes mischievous or capricious, connected with water, fertility, trees, the forest, treasure and wilderness. They appear in Hindu, Jain and Buddhist texts, as well as ancient and medieval era temples of South Asia and Southeast Asia as guardian deities. The feminine form of the word is yakṣī or Yakshini (yakṣiṇī).
In Hindu, Jain, and Buddhist texts, the yakṣa has a dual personality. On the one hand, a yakṣa may be an inoffensive nature-fairy, associated with woods and mountains; but there is also a darker version of the yakṣa, which is a kind of ghost (bhuta) that haunts the wilderness and waylays and devours travelers, similar to the rakṣasas.
The story in Udana 4.4 describes an act of mischief committed by a yakkha:
A third time, the first yakkha said to the second, "I'm inspired to give this contemplative a blow on the head."
A third time, the second yakkha said to the first, "Enough of that, my good friend. Don't lay a hand on the contemplative. He's an outstanding contemplative, of great power & great might."
Then the first yakkha, ignoring the second yakkha, gave Ven. Sāriputta a blow on the head. And with that blow he might have knocked over an elephant seven or eight cubits tall, or split a great rocky crag. But right there the yakkha — yelling, "I'm burning!" — fell into the Great Hell.
Now, Ven. Moggallāna — with his divine eye, pure and surpassing the human — saw the yakkha give Ven. Sāriputta a blow on the head. Seeing this, he went to Ven. Sāriputta and, on arrival, said to him, "I hope you are well, friend Sāriputta. I hope you are comfortable. I hope you are feeling no pain."
"I am well, friend Moggallāna. I am comfortable. But I do have a slight headache."
However, in SN 10.8, a yakkha tried to be helpful to the Buddha's lay disciple Anathapindika:
I have heard that on one occasion the Blessed One was staying near Rajagaha in the Cool Grove. Now at that time Anathapindika the householder had arrived in Rajagaha on some business. He heard, "An Awakened One, they say, has appeared in the world," and he wanted to go right then to see the Blessed One. Then the thought occurred to him, "Today is not the proper time to go to see the Blessed One. Tomorrow I will go to see the Blessed One at the proper time." With his mindfulness immersed in the Awakened One he lay down to sleep. Three times he got up during the night, thinking it was light. Then he went to the gate to the charnel ground. Non-human beings opened the gate.
When Anathapindika the householder had left the city, the light vanished and darkness appeared. Fear, terror, & horripilation arose, and because of that he wanted to turn back. Then Sivaka the yakkha-spirit, invisible, proclaimed:
A hundred elephants,
a hundred horses,
a hundred mule-drawn carts,
a hundred-thousand maidens
adorned with jewels & earrings
aren't worth one-sixteenth
of one step forward.Go forward, householder!
Go forward, householder!
Going forward is better for you,
not back!The darkness then vanished for Anathapindika and the light appeared. The fear, terror, & horripilation he had felt subsided.
According to the buddhism having supernatural powers is a matter of mind level. So any of the creatures including human, deva(god) or yakka can have powerful minds which has the ability to do things that normal people cannot. Additionally deva and yakka can have creatures with supernatural physical abilities based on their previous karma.
