Heavy non-annihilating dark matter captured by neutron stars can trigger collapse into low-mass black holes, producing subsolar-mass mergers detectable by gravitational wave observatories. These events probe dark matter-nucleon interactions at cross-sections below the neutrino floor and dark matter masses from GeV to PeV. Existing LIGO/Virgo data already place strong bounds; future detections could reveal dark core collapse and explain anomalies like the missing pulsars near the Galactic Center. I will discuss how to distinguish low-mass black holes from neutron stars via gravitational wave signatures, and how this affects sensitivity to dark matter.