The training aspect has no new !!SCIENCE!! to discover. The Danger Room needs no alternatives, it is the pinnacle of dwarven training. The supersoldier project, however, has several other aspects requiring some !!SCIENCE!!
The goals I would suggest to you are...
1. Psychological Hardening
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Determine an optimal method of exposing your supersoldiers to excessive death and tragedy without destroying their sanity. This method should ideally be as safe as possible, as fast as possible, and as cost-efficient as possible, in both fortress resources and personal oversight. Your method of locking multiple dwarves in a room and inciting them to murder each other hinges on the breaking of their psyches, which is not a desirable outcome. Unpredictable supersoldiers are a liability to any fort, not an asset.
2. Social Retardation
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Determine a method of stunting all social skills and making your supersoldiers extremely unlikely to form new attachments ; this is not for their own benefit, as the ideal supersoldier will not so much as blink when watching their spouse cut down in front of them. This is for the benefit of the soft squishy workforce of your fortress, who may make the mistake of fraternising with the supersoldiers and become upset to hear of battlefield casualties. I would suggest you investigate the effects of total isolation during the Psychological Hardening program, and the carefully timed termination of all existing friends, pets and relatives of this dwarf. It should be determined whether or not it is possible to socially retard a dwarf so severely that no amount of communal eating and socialising will result in him forming new friendships. The ultimate goal is to determine a program which will allow supersoldiers and workers to mingle freely with no risk of bonds being formed, again with emphasis on safety, speed and cost-efficiency.
3. Physical Alterations
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Skinless dwarves feel less (no?) pain, while fatless dwarves are fireproof. A repeatable system of removing the fat and skin should be investigated. This process is likely to have high risk of death, which you should endeavor to reduce as much as is possible, as well as cutting down on the fortress resources and personal oversight of the program.