I'm thinking of some kind of mod to make an eternal war feasible.
We could use castes along with a well thought out fortress design.
Mod dwarves so that a tiny proportion of dwarves born are a separate caste *daemon hunters*, with the strength and endurance to face even the beasts of hell.
Imagine it!
The shaft breaks through into hell, someone must defend the fortress.
From the moment of his birth they knew he was special, his skin the unnatural color of adamantine, around him a holy aura inimical to daemons(some work has been done with creatures which produce toxic gas?), holy symbols glowing faintly beneath his flesh.
When such a dwarf is born a crusade against the dark horrors beneath the surface of the world is planned.
A fortress could be built around rearing even 1 or 2 such dwarves and training/equipping them and finally sending them to fight an eternal battle with the darkness.
Alternatively we could have a competition to see who can build the trap that kills the most demons in vanilla DF.
I'm thinking something like a layer of water over a layer of magma with hatches in between, at one end a small room separated with a door (which the demons will destroy flooding the room with magma)with a sacrifice and all the hatches linked to one lever. Draw as many demons as you can into the room, pull the lever and encase them all in stone.
Of course this would have to be done in a part of the fortress which is sealed off and with a few different measures to steralise the area and reseal hell in case not all the demons are killed in the magma trap.
Person who gets the longest string of demon kills in a row wins.