Soap or not, I think it would be fun to design a dwarf shower system, involving a waterfall, a narrow tunnel the dwarf would have to pass through to get to the dining hall, a couple of floor grates, and a wind, or magma-powered drying system.
Dwarf hottubs would be fun, too, possibly built around a watermill (to churn the water), and heated by magma (naturally or otherwise). You could maybe build it close to an icy stream, so the dwarfs could jump in when they got too hot.
A third option would be a sauna, maybe built around several kilns, or a blacksmith shoppe, so that it could take advantage of the excess heat.
Can dwarfs currently sweat?
Clean sand, by the way, should be an alternative to soap, when it comes to getting dwarfs clean. Even crude soap is really a luxury in a medieval setting.
Also, has anyone put forth the idea of distilling colognes and perfumes? That would have been common for men and women to wear in medieval times, and it would be a very valuable trade item.
Ofcourse, it would be very secondary to the primary reason for dwarfs building stills, but a nice cottage industry, on maps with the appropriate plants and animals.
Sperm whales (which would be considerably larger than the whales currently in the game) might give a unit of extremely valuable ambergris, when butchered, or it might be left behind when their corpses rot.