You can have a swimming challenge. Make it more interesting by dumping them in a body of water that has flow.
You could also have hauling races - give them some lead bins full of lead bars, and tell them to bring them to a target.
Alternatively, if you have an abundance of gobbos, there are all sorts of things you could do.
-Drop them from your execution tower and see which one splatters the most
-Let your axedwarves at them and see which dorf can chop a gobbo into the most pieces
-Let them attack a couple of your dorfs, but restrain them after the dorfs are wounded and before they are killed. See how many injuries you can give a dorf over the course of his lifetime
Since ballistae affect friendly targets, place two ballistae facing each other a long distance apart (at least 100 tiles). Set them to fire at the same time, and see which dorf hits the other first. This can be done in teams.
Set up a firing range for your catapults. See which one can hit a target gobbo the fastest.
Give your marksdorfs a limited number of bolts, and see how few the need to kill a gobbo.
See which of your dorfs takes the longest to tantrum.
Dorf roulette. Here's what you do:
-build a X reservoirs. include Y pressure plates, evenly spaced, that each require 7/7 water to be activated
-Above each room, floor over the reservoir, except for an access spot which will be marked as a water source, and another which will be marked as a pond. Have doors seperating the different rooms. Above each room, build Y 1x1 cells with hatch covers for floors.
-Link up each hatch cover with a pressure plate. Also link up each pressure plate to the door to the next room.
-Flood the reservoid to 7/7
-Put a different hostile beastie in each cell. Try to have a range of difficulties.
The contestand dorf will enter the first room, and take a single unit of water from the reservoir. This will cause a single tile of 6/7 water to travel around the reservoir. It will travel over one of the pressure plates randomly, releasing the appropriate beastie and opening the door ahead. The dorf will have to quickly defeat the beastie, before another is released, and do the same in the next room. This continues until the dorf is dead or has won, when the cells are reset for the next contestant.