So I've been trying to actually genuinely take care of the adventurers who join me, silly beasts that they are.
First, a couple findings:
1. Wanderer's Friend and armor crafting really helps them survive bandit raids. They can die from stupidity, but once you deck them out in steel, a stray shot is less likely to cripple them. Without Wanderer's Friend mod you can go scavenge needed armor pieces in human hamlet forts and in dwarf fortresses, and have iron/steel in most slots after a few of them. Wanderer's Friend just saves you time - and lets you generate items of higher quantity.
2. When you train your own adventurer's skills in a hazardous environment, you can build a coral out of campfires around your followers so that they don't get in the way of thrown rocks or try to follow you onto the river when you're learning how not to drown. Alternatively, you could dismiss them by talking to them, then walk back to wherever you recruited them to find them again. That method is more slow. The campfires will go out after a day or so. You can wait them out while sleeping OR you can just fast travel to get your guys our of the ring of fire.
3. Walls of human forts and dwarf fortresses can be used to learn climbing. This skill can come in handy in dangerous situations because that's the skill you use to land on your feet when falling several levels, and also grab onto roots, walls, what have you, on the way down into magma. Unfortunately, I did not find a way to get my adventurer buddies to climb with me, they just stand at the bottom. Neat trick: if you jump from the wall one level above your guys they will often jump out of the way. I presume that trains their dodging, but I didn't confirm it yet.
4. Macros really help with repetitive tasks like dancing, climbing, swimming, breaking down weapons, throwing rocks etc.
5. Before you get into any body of water, check temperature with Shift-P. If it's freezing or cold, stay away. That river could instantly freeze at any moment, and you don't want to be in it when it does. Insta-!!FUN!!.
I noticed that my bowman does not shoot any arrows even though I gave him a bow and a quiver with better arrows and made sure he's equipping everything properly. I'm wondering if I broke him by taking away his original bow and quiver.
I haven't figured out any other way to help train my guys other than live combat, but if you know any tricks, I'm all ears.