Yeah, sometimes a brute or fiend or whatever will escape the underground and convince a human civilization that it's an avatar of one of their deities, becoming their law-giver.
As a diplomat, they will arrive and TRY to talk with your mayor/expedition leader/noble, but as a building destroyer, they will get sidetracked with all those breakable doors and workshops. As friendlies and fell beasties, traps will not work against them. So long as they can successfully path to anything breakable, they will quite happily do so, even to the point where they will stay to long and go berserk (which is just awesome; a raging monstrosity with potential diplomatic repercussions).
The quickest solution is to have a small area outside of your fort, full of low-quality doors, a little overhead, and a chair. When this thing arrives, make sure this chair is the ONLY office of one of your diplomat-dealers, let said dwarf out, and raise the drawbridge after they leave. Both dwarf and diplo-terror will head to the same area, conduct the standard chats as it wails on your expendable doors, and once it's had all the fun it can, it'll leave peacefully.
You will have to take care regarding your defenses, however. I had a tortoise brute that just loved to give it's door-destroying deltoids a rest by taking a quick swim in the lava I had, so you may want to consider the easy wonders of a dry or half-full moat. Also note that many brutes have the ability to attack two squares away as opposed to just adjacently. And while I've never encountered one, I believe some can fly.
Or you could just lure it into a kill zone and hit it with ballista fire. Ballista fire is one of the few times friendly fire can occur. And you're effectively throwing trees at it, so that's added entertainment.