Is there still magma in the area when you send your haulers?
I waited until there were just a couple little 1/7 pools around the place, on tiles that didn't have grates. I realized, when I dunked some more stuff today, that tiles prioritize displaying magma and not any items in them, unless I use "k" to check. Also, I sort of assumed my haulers wouldn't be silly enough to touch any items located in a magma pool. So it is possible my haulers grabbed something from one of the few tiles with 1/7, and I didn't notice anything but the resulting highway of blood etc.
You probably should have grate drains for the magma.
Check to see if the floor is still blinking hot even after the magma is long gone.
What I've built is kind of sloppy, and I'm not experienced doing this either
This is definitely right and the latter is a problem - and I think I need to use a one- or two-tile-wide floor, so that I can cover the whole thing with grates. I was using a square-shaped room for my experiments, and that's not working very well.
Have you tried flooding it with water?
When I was experimenting with this early on (well...I'm still experimenting), I tried flooding the room with water dropped from a bridge. This worked, but was troublesome. On the positive side, it cooled everything immediately and created obsidian for my miners to have fun with--and the encased items conveniently fell out when they did. This was all very amusing and macro-friendly
But my map doesn't have natural obsidian--so it doesn't allow me to specify using obsidian as a building material. And so I have unusable chunks of obsidian around the place that are only good for atom smashing as a result--and I'd like to avoid creating more
your dwarves should be able to safely handle hot items after their wounds heal
Aha, I was worried that if they handled something ulta-hot with their fat gone, that they'd catch fire:) Picking up hot stuff probably isn't anything to worry about, health-wise (but there are the !!XXglovesXX!!). In the earliest experiment, I had a soldier run in and grab a recently-dunked iron helm and put it on, and his status screen said, "His head is melted," and, "His head is gushing his dwarven blood". It left my main stairway a practical waterfall of blood, and I panicked a bit. (He is alive and well, long after the incident.)