None danger room dwarves will train fastest in squads of 3 with 2 trainning at all times all with the same weapon.
though since your wanting them to never, ever have freinds, groupes of 3 should still work so long as the rooms they use have high quality statues and furniture.
start with 3 dorfs, get them up in skill, then split and repeate untill you have all your millatery highly trainned in just a few years.
then: make a mob squad, useless dwarves infront of the valuble ones. why not just kill them?
simple:
Bow goblins/crossbow goblins/sissy elven archer/etc etc.
you send in the mob squad as a meat sheild, this stops your trainee soldiers being turned into a dwarf meat statue with an arrow in his eye.
It also desensatises him to everything else when one of the mob squad does magicaly turn into one of these statues.
Also a means of selecting new recruits into the super soldiers, survive mob squad intact.
as for the removal of fat: a way of doing this is to set fire to a grass patch a soldier is stood in -ie dump a single tile of magma on a bit of grass at the edge of a clearing and watch the resulting fire spread, then tell the bugger to move, fast.
if he survives the massive resulting blood loss and heals then gains blood back to remove the Pale status, that body part -since more than 1 or 2 = death via bleeding all over the place- is then now fire proof. If you manage to get fully removed fat then i wager it may be possible to use a grass coverd field and a dwarven induced wild fire to make a hell on earth battle feild to greet your besigers. also to destroy all that useless clutter that comes along with the goblinite in the same way ^^