Never once have I heard it being more efficient to have them train off duty. In fact as was said, it's pretty hit or miss and can sometimes be disruptive depending on the dwarf in question (I've had mayors who refused to talk to diplomats because they'd rather go to the practice range
)
Took me ages to get a marksdwarf unit to train properly even after close to four years playing the game (in fact I didn't manage that, among other things, until last fall or summer.) This is how I found it to function.
- Barracks designated off of whatever. Stand, rack, box, whatever.
- Targets set up within that barracks room designation, and set them up for use (proper direction and the right squad(s) assigned.) Note that only one dwarf can use a target at a given time, so either be willing to accept this or make sure there's up to ten targets.
- Make sure the squad(s) are assigned to use both the ranges and the barracks containing them, and again ensure the ranges are set up properly. Nothing quite like finding out the issue was your ranges being set to the wrong direction or you assigned the wrong unit to them (yes it happened to me. More times than I want to admit. )
- Activate the squad or squads. They'll now use the ranges regularly as it's "inside" thier designated training area.
What I noticed was the ranges needed to be within the barracks "room" for the dwarves to use it while training. Otherwise they ended up as hammerdwarves/lords and needed to have new weapons made. I think it's because if the targets are outside the barracks area, the unit considers it an invalid place to practice while active. I could be wrong though. Now this doesn't mean when off duty they'll use the ranges more, but it does make them use it provided there's enough training ammo and ranges to go around. If you have other industries to cover trade, I recommend dumping every bone you get into making bolts for the job and setting metal ammo to combat only unless you have more than enough to cover training.
I find it also helps to check some or everyone in the marksdwarf unit individually for gear. If someone is missing something then you obviously need more and other dwarves may be missing that piece too. I wound up with an elite wrestler one time because I didn't know I was short a crossbow. He did explode heads with his fists though, which was pretty awesome.
Most importantly, ensure you have a
huge surplus of practice ammo. Active squads can and will gobble up training munitions faster than it can be produced, especially if there's ample ranges for them to use. For all you know that's all that happened here. Your guys were training and they just pissed away all thier ammo at the range.