I've often thought about building a training dojo for my non-military dwarfs and is makes me happy to see someone dedicating a whole fort to it. Here are some ideas I've thought of before. Firstly, once the place is up and running you should make various training enviroments and appropriate custom professions for those who have mastered them. For example, novice monks (or whatever you call them) train in a variety of barracks including one with pressure plates hooked up to wooden training spears, one on a 1-wide walkway 2 z levels high, one in a pool that's 4/7 full etc. Nothing particularly dangerous, but enough to give them a good grounding in the basic fighting skills and a few cuts and scrapes to train your Master of Healing . Obviously, the recruits should be trained by a few learned masters while still at this novice level. Once they have reached an appropriate level of skill, they go through some sort of initiation test before moving up to neophyte or whatever gradation of skill you want to use. I can imagine this being, say, a one-on-one fight above a 3-5 z pit filled with copper spikes. Repeat as necessary.
The other things that come to mind are that if you ever by luck get a blind dwarf then you have to ensure that he becomes a legendary blind fighting master, but this is self evident. Also, I assume that the guy who will be teaching the starting seven is in line to become the first Grand Master of your order (whats it called by the way?). Well, I'm thinking that if you ever get another dwarf who could fit that role, then you have to make them duel for it in a suitably epic setting, like over a bottomless-for-all-intents-and-purposes pit. Finally, masterwork silk robes are surprisingly good protection and I heartily recommend them.