@Quiestust: I know it's said region worlds are shallower than island worlds, but it might be that this logic is broken for the pocket size, because my experience is that it's around 100 regardless. I might just be unlucky, though.
@conein:
To make magma workshops (forge, smelter, kiln, glass furnace. I might have missed some), NullForceOmega describes the requirements. Workshops have impassable tiles (usually darker on placement, and you want one of these above the exposed single magma tile, to stop dwarves from accidentally falling into the magma. This does NOT however, stop magma critters from coming up from the lava, due to diagonal climbing.
I typically make a tunnel beside the top level of the magma sea, leaving one tile between the sea and the tunnel. I then build a magma safe raising drawbridge beside the blocking tile, test that the drawbridge works as intended (being raising rather than retracting, and that I've actually hooked up the correct lever). (Actually, I tend to have two drawbridges to allow future expansion with a magma pump stack). Above the tunnel, I dig out the workshop area, and the tunnel should be long enough to allow me to place all the magma workshops I want/need above it. Then channel out the tile separating the tunnel from the sea from above (to avoid the fried dwarf syndrome), and place a floor or a wall over the breach into the sea at the workshop level. Let the magma flow into the tunnel, and when sufficiently filled (at least 4/7 throughout), close the drawbridge. Build your first workshop over the hole you made to be able to dig the tunnel, and channel out single tiles for each of the other workshops as needed (after having decided where you need the hole, since different workshops have their blocking tile(s) at different places).
You can also make an iron or steel mine cart and build a magma filling station using a screw pump to fill it with magma. The cart can then be carried up to the main fortress to allow you to place your workshops up there instead. It's also possible to start with the workshops down by the sea and then move them up, if you don't have any early iron/steel access. Note that Nether-cap mine carts can NOT be used for magma hauling, as they are considered dumped into magma when magma is dumped into them, and they thus are destroyed.