None known so far. But we may have a contact binary, Pluto's tiny moon Kerberos

It was a big surprise. they thought it was dark - to the extent, was a puzzle how it could be so dark. But turns out it is bright, and probably a "contact binary" like comet 67P.

New Horizons image of Kerberos. Its brightness is puzzling as on the face of it, it would seem to imply that it is absurdly dense, far denser than an iron meteorite, many times denser than lead. So, that's denser even than platinum. Perhaps there is something not taken account of in the gravity calculations as the author of the original paper that predicted a dark Kerberos has suggested.

Anyway, whatever it is made of, it looks like a contact binary, so far.

Another moonlet of Pluto, Hydra is also unusual in shape, a bit like a contact binary:

ONE OF THE MOST PROMISING PLACES TO LOOK, RHEA

One promising candidate is Saturn's moon Rhea, its second largest moon and a long way from the planet, and at one time it was thought to have a ring system, with most of it within its Hill sphere. If this was true, it would be the only moon known with a ring system, which you could think of as lots of really tiny moonlets. This then would prove that in practice it is possible for moons with moonlets or rings to form.

Artist's impression of the rings of Rhea

And this shows where it is relative to the rings and the other moons - a long way out though not as far as Titan:

One idea for how they might form was an impact into Rhea which would throw up gas and solid particles, and then once the gas dispersed, the remaining particles would form the rings. Numerical simulations showed that these rings could be relatively long lived, last at least a million years. Rhea is prolate - elongated towards Saturn. But this seems to be no problem for ring formation in simulations.

See also Saturn's moon Rhea may have rings, too.

Sadly, later observations to try to confirm this found no evidence of any ring system. "A very sad story": No rings for Rhea after all

But the jury is still out as to whether it had a ring system in the past, because it has these intriguing blue marks all around its equator, which may be the marks of de-orbiting ring material:

The search also didn't rule out a ring of objects larger than 8 meters in diameter, but a ring like that would normally be accompanied by smaller objects created through collisions. Very small particles could be swept out by electromagnetic forces, but ones of intermediate size, meter and centimeter in scale, would be detected. They concluded that neither a ring of objects larger than the detection limit of their method, or smaller, was likely.

Also they didn't rule out any ring system. They just ruled out any ring system dense enough to explain the magnetospheric observations. It could still have a sparse ring system.

Our Moon could have moonlets, but the problem is its mascons which tug satellites one way and another. The satellites don't spiral down. Rather, they get more and less eccentric in a random way, which eventually leads to the orbit beccoming so eccentric it hits the Moon.

The Moon does have "frozen orbits" -  only satellites inclined at particular angles are stable. And even then it is more often stability on a timescale of decades rather than millions of years.  Though we couldn't detect a moonlet of only a few meters in diameter from Earth, it probably doesn't have any because of this stability issue.

Rhea seems the best bet so far I think.

There are many contact binary asteroids, and many asteroids with satellites, but so far no confirmed moons with moonlets or rings.

This is a science blog post I wrote about it before the Pluto flyby, updated with the results after it. I used the Pluto flyby as a hook for the article, asking as an open question, if any of its moons could have moonlets or rings. None of them did but one may be a contact binary so that's sort of the next best thing :).

Can Moons Have Moonlets? Or Rings? Moonlets Of Pluto's Moons?