I regularly shift between adventurer and fortress mode in one of my fortresses. It's not hard to do, but there are some bug (and annoyances that aren't bugs). No problem build awesome equipment and then going into your fort and picking it up. At the moment, what I'm doing is retiring my fortress, starting up an adventurer who starts in that fortress (you need to have a captain of the guard to do this), then immediately retiring the adventurer and unretiring the fortress. This lets you continue with the adventurer as part of your fortress. You can then train them up however you want. When you want to go on an expedition, you can retire the fortress and unretire your adventurer. I even had luck with recruiting members of my fortress to come along as companions (will be a bit difficult as you may have no reputation, so pump your social skills when creating the character).
Killing off the gobbos will probably help your cause, but there are a couple of caveats. The first is that you can't change the civilisation of any of the sites you visit. One thing I haven't tried (but will do so when I get a chance) is completely wiping out the population of a site. In theory this *should* ruin it. After that, you can start an expedition to recover the ruined site. This should tick the site over to your side. Then you can retire that fortress immediately and hope that it survives on it's own. Just haven't had a chance to try it yet... Even if you can't ruin it yourself, killing everybody may allow that site to be razed easily by another civ. In order to take advantage of that potential, it might be a good idea to seed a couple of other sites by creating fortresses and abandoning them fairly quickly. Then hopefully it will allow them to send expiditions to reclaim sites themselves.
I don't know of anyone experimenting with this kind of stuff, so it's ripe for exploration. It's possible that none of it will work, but I think it will be fun to try anyway.