If a dwarf bonds to a useless weapon you can always sub it out. The dwarf suffers no ill thoughts from being seperated from his beloved weapon, he also wont bond to armor other than shields. You do this generally by seperating him from his weapon and then forbidding it and issuing a specific replacement in the equip screen.
Candy weapons are lightsabres, you could ofcourse go all out and make them now anyway but it will crush the difficulty curve when the goblins arrive and the weapons will be low quality since your dwarves have low skills.
Melting candy objects is exceptionally wastefull too, as i recall you only ever get 1 wafer back regardless of how many used in forging.
My advice would be to strike out some exploratory mining and hope for copper or iron. Then make some bronze or iron gear depending what you find which will skill your armorer/weaponsmith. The issue you currently have of course is that you cant train these guys since you have no weaponsgrade metal other than candy. Waiting for goblins as you currently stand means not engaging in melee, wood and bone may as well be naked vs an armed/armored goblin. Traps and marksdwarves does mean that you could easily do this though and then have the goblinite to play with.
You might consider a few candy helms if you really wanna play with the stuff immediately, they are cheap in terms of wafers and prevent a lot of 1-shot-kills.