Here's a small datapack to check if the player is holding a lodestone compass that's tracking a lodestone in the overworld. It unfortunately doesn't work since the predicate requires a pos component as well

Steps to reproduce:

1. Install the datapack
2. Place a lodestone in the overworld
3. Use a compass on it and hold it in your mainhand
4. Run /execute if predicate lodestone_dimension_match:holding_lodestone_compass

The nbt way of doing this was with "nbt": "{LodestoneDimension:\"minecraft:overworld\"}"