Somewhere along the line I read a post in some thread suggesting dwarven heaven, It would be awesome if someone could help find it.
This could be like HFS except cuddlier, and giving dwarves who enter thoughts like "idiotstick was comforted by the spirit of his wife recently" And having these places be full of things directly related to the god's alignments and spheres. These dead dwarves aren't actually there of course, but it helps their family and friends, who may visit occasionally on their downtime.
I would also say that, just for the sake of making it helpful in any way in-game: They are all linked hypothetically and any spirits could appear in any of them.
Dwarves who aren't faithful enough to their god could visit the HFS, spiritually at least, and finding one could allow your dwarves to commune with their dead jerks, whether this gives them happy thoughts or not, could depend on things like whether they have a shred of sanity. Their family and friends finding them their could become unhappy and start praying more vigorously for forgiveness, maybe if enough pray and offer services/sacrifices things could change, and only for the still sane ones, and until then the bad thoughts are given to their family every time it wears off.
Like in that post, the god and a collection of angels could reside in it's heaven, killing any other races that enter, or the player if you begin to steal too many things (which would replenish because gods are awesome like that) at least without quite a few worshipers in your fort, which may be added to with the discovery of it. You could then build your fortress around it, and make it the primary meeting hall, and use it as your place of retreat if a siege goes badly. Spirits of course are stuck in the heaven (or the HFS, if that's what you've got.) so dwarves can't be visited by them when not in it.