I've been forced to eat a zinc sword once because of that. I was on a metal-poor site that required me to melt down trader/goblinite fodder for all my metal needs. So I'd buy and smelt down junk metal items to stockpile for later moods. However, one weaponsmith also liked zinc... so when he mooded I forbade everything except for steel. He sat there for weeks until I unforbid the zinc... and cried as he snatched it up. It eventually went into a weapon trap for a noble's room. Its like when choosing nobles... you have to be careful with their preferences. If he doesn't like any items, but still loves a material you regularly export (say, gold) he can still cause you problems by banning your main source of $$$
Eh... the first cavern layer doesn't have anything really dangerous in it. Even a GCS will fall to a a handful of dorfs (it typically webs one and tries to finish it off, leaving itself exposed to other attacks instead of webbing everyone first). GCS don't actively hunt your dorfs either. I do build an airlock as you do, but once I have a line of cage-traps up I leave it open. I'll send herbalists, miners, web-collectors, and wood-cutters down there. If I see something dangerous, I'll either withdraw and turtle up, or send in the military for some "live training." What gets caught in the traps is semi-tamed (for animal trainer experience) and either butchered, used as more live training, or kept as an early defense. A horde of "pastured" Draaltha, giant toads, gorlacks, cave crocs, etc at you front gate easily decimates early invaders.
For dealing with FBs, I actually tend to capture them and make a menagerie out of them. You can't trap them normally, but you can use a secondary set of airlocks to "corral" them where you want. So off that main airlock is a secondary airlock that also leads into my fort. I'll close the first airlock and leave the second entirely open. When the FB wanders into it (probably baited witha door or puppy), I'll close this airlock and seal him in. Off this airlock, is at least another raised bridge used as a wall. I'll then carve a tunnel leading from there to the room I actually want to keep the FB, and then open it up. Thus, I can have FB's directly underneath my throne room to toss elves into
Fire-breathing ones can be turreted at the front of your base. Build a room lined with fortifications and sealable with raised bridges. Let it toss fireballs at approaching zombies and goblins. When they get too close, you can raise hte bridges (fire FBs tend to be very fragile). You can also "milk" a web-slinging FB like you would a GCS, but the silk has no value multiplier (same as normal spider silk), but it just seems so dorfy to capture this ancient monstrosity... then use it to make warm fuzzy socks >D
Syndrome-spitting FB's can be used to coat your weapons. Similar to GCS "milking" set ups, you just place a weapon stockpile (no bins) behind your bait animal/elf. Then make sure your haulers/soldiers have gloves on when they go to pick up the weapons. Behold! You know have swords that instantly cause goblins and hippies to vomit blood, praise Armok!
In general, you need to actually examine that FB and see its properties before just sending the militia in. If it has a rock/metal hide you should be cautious. Steel FB's do exist... Fire spitting and poison/web-spewing are also army-slayers. If the FB is also made of fire (or steam/mist/ash), a single bolt can take it out. But if it is sturdier and spews poison mist that causes unconsciousness/paralyzation (or just lights everyone on fire)? Sending in more dorfs just means building more coffins. Btw, do you know what happens when a flaming dorf runs into your booze stockpile? For these you have to use traps (spikes, drowning chambers, cave ins, etc) I lured one into a ballistae corridor once to very satisfying results (I build mine 100+ tiles deep, so the FB was pincushioned long before it could get in range). Or... as I said, make them pets with a series of airlocks