No no, no capture! No touch! Here's what to do: create legendary dragon mountain. Build your fortress for dragon livability.
First, get them a hoard. Route your fortress entrance through their lair, so merchants will go in there and Smaug and Smaugette can sleep on their smoldering remains and gems. Hopefully, this triggers an invasion by someone, so they can try their mettle against the dragons. Have a backdoor entrance, so you can breach the caverns elsewhere on the map (you can also do it under your fortress, just keep it walled up) so forgotten beasts will come say hello to the dragons. Since dragons can be trained, they can learn skills, right? Hopefully someone will also bring some dragon-wearable armor at some point. Meanwhile, you concentrate on making immense wealth to bring in titans and soap makers to try their luck. If you think the dragons need extra space and statues, you can expand their lair like you would a magma well, suicide style.
Then, when you're convinced they're sufficiently legendary, breach the HFS at your secondary site and have the dragons try their luck against the clowns. They'll probably die to some extra-dusty clown, but if not, abandon site and now you can play Dragon Mountain with adventurers.
Bonus 1: World has entered the Age of Smaug and Smaugette
Bonus 2: Horde of armored dragons with legendary biting skills (if this can happen)
Bonus 3: If you meet one of them you lose instantly due to their kill list crashing Dwarf Fortress