Gaining performer skills can only be done by repeating them a lot.
Very close to real life, where you also would have to train with an instrument a lot.
Getting skill ups is very slow in real time. Specially when in a crowded fortress, where performing takes even more time. I prefer to practise alone in the woods in adventure mode. No need for other to tell the tale how bad i was.
Advantage is you can gather quite a crowd of other performers, who might help you if things go bad.
In fortress mode, my marks dwarfs stand a lot around archery targets, shooting and gaining skill. You can do the same in adventure mode and gain skill quick too. While crossbow isn't that effective (only safe when opponents cannot see you), agility is.
Even if you stick to role play you can get skill-ups by repetitive tasks.
Another approach for a not-too grindy start is starting play as a hunter: sneaking and running and try to kill some animals that aren't too dangerous. It raises several skills quite fast. You could even bring the remains back to the fort, while getting new booze if you want to roleplay that bit too.
I tend to use power leveling, just before I retire a character and resume fortress mode. Otherwise he/she would be so weak compared to trained fortress guards. Can't stand having the local hero with the most kills having the worst skills.