Seriously, you don't need special animals. In one of my current forts, I have a pit. Inside said pit, a few tame cougars and rhesus macaques have been allowed to breed continuously.
Prisoners are shoved over the edge and allowed to fight their way free. The only catch is that they have to make it past eighty damn monkeys first.
Thanks to wildlife that I've trapped, and those nice(!) elves to partner the caught solo predators with one of the complementary-gender, I have a small colony of giant tigers in the offing. And some other surprises in the tunnel to my trade depot.
But when my first siege happened, they headed for my "standard" entrance (which my first trade depot lay behind), guarded by a couple of roped-up elephants, before I had switched the accessibilities. (To be fair, they had to go past that location to get to the other, so they probably were tempted to divert.)
I had my active military stationed strategically in my Depot Tunnel, to handle surprises once I'd sealed the invaders in, but after a small tussle at the old entrance(one gobbo died, the elephant incurred no visible wounds but gained a name) they all fled back off the map. If I had realised that they'd do that, I'd have sent my military to the other openable exit and had a go at facing their "retrograde advance", from the other side. But they had too much of a head start on me, given our relative locations, even with my subterrainean shortcuts.
So far, the elephants appear to be the best investment (in traps and training) that I have made, save for the loss of all that goblin kit that I thought I might be able to recover. But I'm ready for more viscious enemies, and confident.