You don't use a dump zone, you use a pit zone. Then, while selecting the pit (i), you can use (P) to decide what animals to throw in there. It's kinda like cages in that aspect.
Unfortunately, you can't tell which animals are already in a pit and which are still available for pitting, right? I have that problem with my livestock pits. I'd really like to pit just the ones that get loose, but I can't tell which ones are which from the pit screen.
You can't even tell which sex they are, if you'd like to use the males for guard dogs and the females - and one male - for breeding.
Bill
About breeding: it sounds like you're keeping a male and a female in the same cage/pit together to breed, but I believe it's not necessary. You just need to have a male somewhere on the map for females to breed. Of course, keeping the females safe is a good idea...
Either fortunately or unfortunately depending on your situation, that's totally right.
It seems a single male animal can @$%# every female of its species in the fortress telekinetically even if you bury it at the bottom z level in the farthest corner of the embark area.
Hence why it's wise to keep all the females caged or dead except one or two if you don't want exponential animal population booms.