Thanks for clearing that up, Larix. This means the only risk to static (i.e. non operated) bridges from critters are accidental destruction, such as when dragon fire destroyed my entrance bridge while it fried an elven caravan, or when my paved wooden road was set on fire by a fire breathing Titan.
I've never embarked on a glacier so I don't know how hard glacier ice is to dig in (i.e. like soil or like stone). Regardless, you should be able to dig a caravan entrance path to the edge before the second dwarven caravan is due. To manage this feat before the first elven caravan arrives is trickier, but probably possible if you give that task a high priority, but you may have to do the bridge and wall building for the seal in parallel with the digging (and thus expose the builders to the local horrors not only while building, but also while traveling to the building site on the surface) if you want that to be in place by then.
Also, I don't know if you can herd immigrants to the single (or one of two) path open to the fortress, or if they just appear on the map edge at a "random" location (it seem the following waves appear in roughly the same place, but you don't know where that will be before the first wave) and I haven't payed enough attention to know whether "roughly" is sufficiently precise for you to build an edge seal to let them in safely.
I know that the trade liaison isn't herded (I once had the bugger enter the map between two trees to the sides and a magma moat in front and had to send a wood cutter to rescue the bugger).
I also don't know if you can grow any overground crops in a glacier biome, although I suspect you can't.