Yeah, sparring training isn't very good. The best way to train dwarves, without using a danger room, is combat. Capture a couple ambushes worth of goblins, strip their gear, and let your militiadwarves slaughter them in an arena. I also don't even bother with copper armor, it barely confers any advantage in my experience. I start with steel, or iron if I lack flux. Completely lacking any iron, go straight to bronze. Once your dwarves are skilled enough to not be accidentally injured by unarmed goblins suing wrestling, leave your prisoners with their armor on and arm your dwarves with training weapons. Unarmed gobbos make great punching bags.
Another thing you can consider is having all your dwarves in the militia (except hunters and woodcutters, causes unifrom conflicts), but inactive. Give them a corssbow, bolts, a metal helmet, and maybe armor if you want (though this will slow down untrained dwarves), and set them to wear their kit while off-duty. That'll make your civilians MUCH more effective at defending themselves, and they will even train on archery targets while idle. Marksdwarf training is incredibly easy, just give them wooden bolts and have them shoot at armored goblin prisoners through fortifications. Even completely unskilled marksdwarves/civilian reservists can be deadly en masse. Had a minotaur tear through my 4 trained melee dwarves without batting an eye and then get one-hit-killed by a bolt through the brain from a novice cheesemaker with dabbling marksdwarf skill.