The problem you probably had was that the animal may have been a pet. Pets get buried in coffins and everything, not grabbed as resources.
Worse, even if the individual chunks are forbidden, outside is forbidden, and they have their "refuse gathering", "cleaning" and "burial" labors turned off, if you do this AFTER they have gotten it into their minds to rush outside in the middle of a seige or forest fire, they will STILL be running in the same direction until you somehow force them to re-path.
There are several things you can do to avoid this...
One of the best ideas I've seen is someone paving his hallways in doors. Lock those doors in a dwarf's face, and he will be forced to re-path, which may make them reconsider what they are doing. If nothing else works, just lock the entire path outside.
You can also try to isolate magma pipes from the rest of the world, which prevents much fire imp mayhem. Dig a trench, build a wall, or construct drawbridges and raise them. Trees are impervious to fire, and non-grass tiles generally don't burn, either. I haven't actually tried this, but I think you can even create a fireproof berm by making a dirt road in a ring around your fort if you are working on small scale, since simply not having any adjacent grass tiles is enough to stop a fire. You don't even have to do it near the fire imps, you can just ring your fort in it. Fire doesn't travel up or down ramps, either.
Preventing fun is FAR easier than cleaning up the mess as or after it happens in DF.