... Hmm... I think I might need help from this point on. As much as it scares me to say it, I think at this point, I'm about evilled out. Can someone post some good automated torture device ideas?
Here are some good ideas.
I've made one of my fortresses a point to be a scourge on elven-kind. You're missing a big point.
Okay your dorfs are eating elf, and the elves are watching, and you're shooting elf bone bolts to hunt the meat while butching elf babies. There is where you're missing out.
Don't just make the cages out of soap, make it out of ☼Elf Soap☼. The carpenter? Butcher? Make them out of ☼Elf Soap☼. Clothing? ☼Elf Leather☼. If it can be made, decorated, or crafted out of. Make it out of Elf. Let them know they are not just prisoners. You've created a thriving fortress designed around their suffering, and they can see it always.
Bonus points, carve holes in the earth to get trees growing underground (drop the top soil layer down to wanted z-level), then cut and process them in front of them endlessly. Bonus points if everything you can't use elf for, is wood.
Edit: if you still get a caravan from the elves. Sell them the creations of their brethren. Sure you're not directly tormenting all elven kind, but eventually they will realize its not just a beloved forest creature those bones came from. The horror that they were so close to their tormented brothers and sisters will be greater than any dorf can hope.