What would these adventurers use for trading? Just coins or copper amulets and other NPC fodder loot? How do you keep the player from being swamped in worthless goods and materials like lead and wood trinkets?
Easiest option is likely to allow them to trade with coins from other/ancient kingdoms, which they have encountered on their voyages. Beyong that, if the trades are done with shops, there is little need for player to do, as the shop owner will buy the goods, in hope to sell it forward to someone, and will pay with his coins.
Shop might get full of some item, but then resell them to others soon. If the items have some form of desirability rating, (how likely customers are likely to buy them) then shops shouldn't buy a lot of stuff from adventurers just because they sell it, shop owner should expect to be able to re-sell it too, with profit if possible. Trade should also increase your fortress value: The better the merchant, the less he pays when he buys, and more he gets when he sells. Now, when you only buy and sell for your own folk, it won't be a problem. If you would buy and sell with foreigners, you could slowly accumulate wealth, since there is an outside element.
If it is needed, a stockpile type system could be enabled in "fortress store", where adventurers would sell their items to fortress directly. These items would end in your stockpiles, and be paid by money from the vault, but you would have some degree of control what you want to buy. Agreeing to buy only certain material items, certain quality level items or certain type of items, or some combination would allow pretty good control.
Most common adventurer stuff to sell should propably be gems, coins and valuable crafts. If the current problem of everyone having giant cave spider socks (why not simply ropereed/pigtail socks?) they would be the most valuable, easy to carry things.
Also, they would be pretty usable for resale to caravans or other dwarfs.
If it is needed, perhaps adventurers could have an option to melt items with higher efficiency (near 100%) and recollect some gems/material from decorations to make their loot more tradable.