1. Limbo is a normal level, dwarves even work there, but it's the access to the other 8 levels.
2. Lust: water currents constantly push the goblins around. A breeding stock of carp, if you can get them, would be a fitting execution since carp have an eternal bloodlust. Alternatively, kill them with married female champions (talk about lust, they pop out kids faster than nobles).
3. I like the zombies idea, though filling the room with 2/7 water from murky pools (not that the game differentiates, but still) with blood, vomit, and animal miasma. Possibly both. Breaking their legs would be easy, just drop them in from Limbo or possibly slightly above it.
4. Strip the goblins and then make half of them hostile to the other half. Let em duke it out.
5. 3/7 and 4/7 water would be fitting for the river, then letting them fight with their weapons by again turning half hostile to the others would work.
6. I wouldn't use magma. Put a flaming lignite bin in each room, then wait for the goblins to wander over it. It should ignite them without the instant death of magma-flooding.
7. A pit filled with 3/7-4/7 water with ramps on the edge to get out of the water. Above, in a set up where they can't shoot into the water, are patrolling marksdwarves who kill any goblin who tries to escape the water. Drop the occasional animal in there to bloody the waters. That covers the first ring.
The second ring could have two rooms, one with war dogs the other with harpies. Just make sure the harpies don't get out when you pit the goblins, possibly use a dead drop (pit the goblins, close the roof, open the floor, drop the gob into hell).
The sodomites? Fill the room with tentacle demons, nuff said.
To more accurately follow the book, have some set up where magma gets dropped in randomly (kitten logic would work) then drains through grates. If a goblin is standing under the magma when it drops, they're dead. Can't help you with the sand though, maybe if you used a tile editor?
8. This will be harder. A series of trenches could imitate the bolgia'.
Bolgia 1: Mod in very very low damage whips, then just line the trench with them. Goblins wander around until they're dead.
Bolgia 2: Dunno about this one. Drop in chunks maybe to make miasma. Possibly set up a burning chunk of lignite (not a bin, actual lignite, granite, or coal burning in magma) to fill it with smoke maybe. Dunno if that will kill them though, if it doesn't use magma.
Bolgia 3: Manually chain them to symbolize being stuck headfirst into holes (use iron or steel chains). Flood with 1/7 magma. Cook til there's just a hint of pink inside.
Bolgia 4: Later versions will have hanging. For now, just strip them and then kill them with wrestlers.
Bolgia 5: Boiling pitch? Dunno how to do that one, try the 3/7-4/7 with magma underneath to imitate boiling, can't help you with pitch. For Evil Claws and Evil Tail, chain up a grizzly bear and a tame giant desert scorpion if you can get them. Goblins drown or get shredded.
Bolgia 6: A pit with stairs at the end. At the top of the stairs is a very long path over drawbridges that periodically retract, dropping the goblins back into the pit. This imitates both the broken bridge over this bolgia and the lies, since there's no real possibility of them escaping, but it looks like that.
Bolgia 7: Snakemen and Lizardmen would be appropriate here, or modded in giant snakes. Worst case a GCS would work for venom.
Bolgia 8: Like the 6th circle, except instead of putting them in the room with the lignite to eventually path over their death, it's just a single square and they're pitted directly onto the lignite bin.
Bolgia 9: Can't help you with a demon killing them then they heal, but try this on for size. The human traders occasionally bring huge swords. Set them in weapon traps with base quality mechanisms, mod them to do 2 damage or so, then drop the gobs in there. Giant swords constantly rending them, but with how little damage they do they will probably heal between swings. Only problem is the weapon traps will get jammed, so be ready to use magma or water to 'purge' this bolgia so you can reset it.
Bolgia 10: Can't help you here, as disease isn't implemented yet.
9. This one will be hardest. If this was built in a freezing area, though, the 9th level of hell could be exposed to the open air. Since ice freezes into a solid wall, you won't have to deal with the rounds, if a goblin is sentenced to the 9th circle of hell he gets frozen solid.
I would chain a dragon or a hydra, depending on what you can get your hands on, to represent Satan frozen into the ice. I think it would have to be tamed, seeing as it could destroy the chain to free itself. I'm not sure if a dragon or hydra takes cold damage though, so you may want to build a canopy over the megabeast.
The way I see this, you would need a map with the following to do this perfectly:
Freezing but NOT a glacier. You need sand, so the map will have to have soil layers.
At least 1 sand layer. Preferably more, since the deeper the sand is the shorter the tower can be.
Magma. Goes without saying.
Underground water for snake and lizardmen, unless you mod it so you can get them somehow.
Terrifying, or else you need to mod it so you can get them somehow.
With trade access humans and siege access from goblins or another sieging race. Elves will suffice.
Some source of infinite water. On a freezing map, this can be done with a water melt repeater, but it will be very difficult to pull off like this, so a river, UG river, or aquifer would be better.
The 7th circle will have to be on a sand layer. That means that unless you run into a map with 8+ soil layers with sand deep down, this won't be a circles into hell, there will be something akin to a hell tower. Otherwise you'll need to use a tile editor.
Any surface that's supposed to be "hot" or "boiling" can have magma running underneath it to simulate the heat. Won't actually hurt them I don't think, but it has a nice effect. You'll need a fair bit of bauxite to handle the magma, and you'll need one to three levels for each circle that requires water and magma.
Don't expect to keep 9 levels of goblins in constant torture, what this will probably turn into is a dozen or so creative ways to creatively torture and kill your prisoners. Goblins are flimsy, they aren't immortal like the tortured souls in hell.