Have a large number of magma smelters, a large number of furnace operators, no stockpiles that accept any goblin-type equipments. After each siege, claim all the loot, then designate it all for melting, have all of your magma smelters set up to melt metal objects, and just let your furnace operators clear the surface of all metal. Once that's done, you can dump the non-metal stuff at your leisure.
Alternatively, kill goblins with a magma trap that you can drain quickly on command. The goblins will die in the heat, their cloth items will burn, but then you've got some time to drain the trap before most metals get hot enough to melt, so you can save even the non-magma-safe metals.
A design I've used for this purpose is as follows. The top z-level is composed of a large magma reservoir that is floored with magma-safe retractable bridges. The middle z-level is floored with magma-safe floor grates, and is where the enemy paths through. The lower z-level is completely covered in 1-tile-long (though up to 10 wide) magma-safe drawbridges. I usually link the bridges on the top and bottom levels all to the same lever. When enemies pass through the grate corridor, I pull the lever, the bridges on top retract, and the bridges on the bottom raise. Magma falls down, covering the enemy in fiery doom, but cannot fall down to the bottom z-level because the raised drawbridges there are forming walls in every tile. Once the enemies are dead, the lever is pulled again, and the top-level bridges reappear (allowing the magma reservoir to refill), and the bottom-level bridges lower, allowing the magma in the corridor to fall through the grates, draining the whole thing near-instantly, and thus saving all of the items that have not yet been melted. I've consistently been able to save at least bronze gear with this method, and usually can keep the silver and copper gear, too.