Meh, the unit list includes (and mixes with) the old dwarves. I end up wondering which ones are the immigrants.
Mark the old dwarves either with names or by deactivating hauling for them. The new ones will light up like a Christmas tree because of, respectively, the 'weird' names or the hauling jobs.
While they are still immigrating (still flashing 'X' on them), they're (generally) the only ones without an active job. Though it would be different if I allowed my current population time to socialise (something I've often thought I should do).
But as I also maintain a spreadsheet of dwarfs, I can run down the (U)nit list and the spreadsheet (maintained in the same order, for the most part, and exceptions handled accordingly) and spot the previously unknown ones.
Though I do like to keep an eye on their incoming wave as I assign in that spreadsheet a reference number (a1..7 for the originals, b1..N for the first immigration wave, etc) for purely anal data recording purposes. While I might assign the first migrant's date of entry to all that wave's migrants (even though they may take a number of dwarf-days to arrive), this usually means that I can correctly guess in advance whereabouts in the list of the current woodcrafters (frexample) the craftsdwarf will appear once he/she has specialised enough to get the woodcrafter title, compared with the peasant who zooms straight into the non-generalised role. (Told you I was a bit anal about this.
(I suppose I could use Dwarf Manager or a Dwarf Manager-like utuility to do all this sorting and arranging, but... for whatever reason... I'm not doing.