As Catholic bishops began arriving yesterday at the Capital Hilton for their annual meeting, two groups staged small demonstrations -- one in favor of a nuclear freeze, the other opposed.

Supporting the freeze were 16 members of the Bethlehem Peace Pilgrimage, who left last April from a nuclear naval base in Seattle, Washington on a pilgramage to Bethlehem in Israel, which is expected to take them until Christmas 1983.

They gathered with about 30 other nuclear freeze supporters in Lafayette Park yesterday, where activist-comedian Dick Gregory, pointing to the White House across the street, told them, "If God decided to visit right now within a two-block radius, he'd be with us, not over there. Because we're about God's work, and they're not."

Opposing the freeze were about 20 members of Catholics Against the Freeze, who carried signs outside the Hilton. They were led by Leonard Holihan, from England, who said, "We think it's dangerously naive and one-sided . . . . We want to alert our American friends that if bishops start advocating quick, half-baked notions of a freeze, they are actually making war more likely."

The demonstrators in that group were carrying American flags, and placards that read, "Catholics Against the Freeze," "Freeze Now, Fry Later," and "Peace Yes, Freeze No."