In addition to these guys, I'd like to suggest another type of secretly undesirable immigrant.
Serial Killers.
While all dwarves turn homicidal when their needs go unmet, these guys have a pathological compulsion to kill, that can surface even when their lives are otherwise going well.
Urist SlasherSmile cancels butcher animal: Committing Murder.
The point is to make these guys different from your regular brand axe murderer, so I propose making them sneaky like the spies and thieves above.
It'd probably be best to work out all the kinks with thieves before adding in serial slashers, but when somebody says "Psychological Crime Thriller" you know the villain isn't anything as pedestrian as a kleptomaniac.
To keep the suspicion moving around, native children might even grow up to be killers. It's not like players aren't used to the idea that their beloved pets might go mad and kill their neighbors.
If that's too much of a random penalty, it could be an alternative form of insanity. Getting away with a crime even gives happy thoughts, so if sneaky guys ever get sneaky enough, these mentally broken madmen could be the prime candidates for surviving a spiral. That's an all new reason for immigrants to shun spiraled forts.
In keeping with the fantasy theme, the need to kill could be triggered by lunar cycles, making them real lunatics. I know we don't have much in the way of celestial events yet, it's just a thought.