Just stop it from speaking
The best solution is a magic circle for the sake of planar binding (see this Q&A for solutions on casting planar binding on a creature conjured by a spell with a 1-hour duration).
As you mention, dimension door is a problem since it can try to escape this way on a save (and can teleport at-will):
If the creature tries to use teleportation or interplanar travel to (escape the cylinder), it must first succeed on a Charisma saving throw.
However, keep in mind that dimension door has a verbal component:
Most spells require the chanting of mystic words. The words themselves aren’t the source of the spell’s power; rather, the particular combination of sounds, with specific pitch and resonance, sets the threads of magic in motion.
…as such, any method you might use to restrict verbal components would prevent the fiend from escaping. The Basic Rules provide at least a few examples:
a character who is gagged or in an area of silence, such as one created by the silence spell, can’t cast a spell with a verbal component.
This works because the Dybbuk’s stat block only removes the need for material components; Verbal components still must be used:
It can innately cast the following spells, requiring no material components