It's a mix. Most of the dungeons related to quests were made by hand, but every everything else was procedurally generated and touched up by hand later, and some of the minor quest dungeons got the latter treatment.

Almost all of Oblivion's dungeons were procedurally generated with only a handful made by hand, and only some of the procedural dungeons were touched up at all.

Every single dungeon in Morrowind was made by hand since they didn't have the proc gen tool for that engine built yet.

Daggerfall generated most of the world via fixed seed procedural generation, which allowed them to make the world massive while fitting within 450MB; the world is generated at runtime, but it's always the same world. A handful of plot locations were hand-made.

Arena used a method similar to the one used for Daggerfall.