Try locking them in with a hatch. They shouldn't climb if they have nowhere to go to.
There's a thread somewhere discussing solutions. I don't have time to find it right now.
I can't get this to work with a 1x1 hole. If I lock the hatch as soon as my miner is below it, he gets stuck after a couple z levels and just keeps standing there with "no job" on the level of the "downward slope", ie one above the level to channel. Maybe he fell, grabbed the ledge, but refuses to climb down to continue channeling?
With a 2x2 hole it does work but then you need to assign level by level to prevent them skipping tiles on levels.
Edit: a 2x1 hole gives pretty good results: I channeled 15 z levels down and they only skipped one of the tiles on one floor (near the top). So it seems that this might be good, I assume that in every case they channel from the tile next to the current tile, preventing them from grabbing the wall. I'll try again with a deeper hole (hit the caverns this time). Procedure: channel one layer; build hatches; order full channel; lock hatches as soon as miner is in.
Edit2: second experiment also yielded decent results. The miner channeled a 27 level deep 2x1 hole. At that level, he "cancelled dig: dangerous terrain" and is now standing at the bottom of the pit with no job complaining of thirst. I mean, what *was* he thinking?
Edit3: You don't actually need the hatch covers, just doing a 2x1 hole works pretty good as it doesn't cause falling.
So, if you need a drop chute (for minecarts or as a garbage dump) it seems that a 2x1 hole channeled from above is easiest. Note that if your miner does get stuck, he won't rescue himself since he ignores dig orders when he is climbing. So, if this is your only/last miner it might not be a good idea.