Thanks for the replies everyone
. Looking at those notes, I can see there are a few things still to be worked out regarding their pathing.
I did some experiments a few hours ago, and I've found the following:
* When building on the surface, it seems that flying dwarves do not use a tunnel I set up for bringing the construction material; rather, they simply fly over the walls to get what they need. It seems they also avoid my main entrance and prefer this 'side entrance' to the fort.
* Regarding the same walls: sometimes when flying over, dwarves will 'sorta' be stuck on top of the wall; they will sta there with a "No Job" activity, even though they should be hauling/mining/butchering kittens at that moment. It's kinda like when dwarves wall themselves in when building structures, and once you deconstruct a piece of the wall, they stick around for a while before resuming normal dwarf activities.
* It seems that dwarven caravans are utterly broken if dwarves can fly. Instead of leading pack animals, the merchants just move as fast as they can towards the trade depot, leaving the animals behind. This has the unfortunate side effect of activating the 'merchants have arrived and are unpacking event' without the goods that need unpacking; thus, even though they might bring merchandise, it is never made available for trading with your fort and thus no way to buy their stuff.
The last issue has occured 100% on every fort I started with flying dwarves, although this may need more testing. Could someone test the 'flying merchant bug' and post their results here?