Hi, I'm new here, but I wanted to suggest a few small ideas to make goblins more interesting and more challenging.
1. Nasty Weapons: Goblins could sometimes carry really nasty weapons, with jagged edges or barbs that break off under the skin or other such things. the wounds they would cause would not be likely to kill a dwarf outright, but would require expert medical care and have a very high chance of becoming infected.
2. Wolves: Goblins could bring trained wolves with them. They wouldn't ride them, but would use them the way dwarves use war dogs.
3. Better Squads: In certain circumstances, like if the king is leading an attack, goblins should send entire squads of weaponmasters. They could also send elite squads that aren't quite at the weaponmaster level, but would be a cut above the average goblin force.
4. Uniforms: I had one game where all the goblin soldiers wore masks, and I think it would be cool if stuff like that happened more often. All the Goblins could have a particular image on their armor, or a particular decoration on their helmet or something. Granted they would probably end up all wearing an image of a table, but I still think its a neat idea.
5. On a final note, I think the goblins should still be able to use ambushes after they've started sending sieges, just to keep the player on their toes.