I know you can train combat skills by throwing (except dodge...), but I don't do that (nor do I fire arrows at the ground as training, using Nerps as pin cushions instead, and blunt arrows at captured animals), because it's a self imposed restriction. On the other hand I set and reset a snare trap while waiting for fatigue to go away before skinning an animal (I've never claimed to be consistent...).
You know, throwing javelins to train spear is a perfectly natural way, after all that's what they are for. I use spear, but most of kills is from throws. It's an unnatural method for shield, although thrown shields are both deadly and relatively safe for skin: so in the game you can utilise shields by dropping a stack of them in the place, and picking up and throwing at attackers (for example coming robbers), or keeps some in inventory and pursue prey and pickup the ones thrown.
I don't use training with arrows much because arrows are expensive in the first stage of the game, and later Bow skill is trained just by using very quickly in my opinion. Additionally, many of the wounded adventurers offer to teach bow. In current char I used dry training only to check if it still works.
By the way, blunt arrows can cause bleeding damage and destroy skin, this is just less probable than other arrows (this is taken directly from HarnMaster). I smashed many small animals to pieces with blunt arrows (they are very heavy, which may be taken into account), and damaged others, so don't use them anymore. Recently a single shot from a point (standard) arrows killed a pine-marten so nicely, I was able to make a superiors skin! It has never happened with blunt arrow.
I don't train against wolves and bears because they're simply too dangerous. I assume it would be possible to use Njerps if you checked that they didn't have too dangerous weapons beforehand, though.
Yes, they are dangerous (for training, because with dogs it's very easy to bring them down). Recently I was training dodge/shield on a captured wolf, and it managed to cause me four nasty eye and face injuries, they seem to target head. That's the problem with wolves and bears, and one need to take it into account - but thanks to it I managed to train Physician some more.
But I've found an ideal animal for trap training - a lynx. It tires very quickly, which means after some initial shots it almost never hits. I force them to attack me by throwing flowers (the same with snake, except snake is not trapped). I had two lynxes in two weeks, and was able to train three days with both of them, gaining 7+9 points in dodge and 6+7 points in shield, before their Sudden Death Syndrome hit. They gave me only a single eye injury (for some reason spectacle helm doesn't protect eyes unlike in HarnMaster). My guy has currently 87 Dodge and 89 Shield, and I won't need many more animals to max the skills.
Snakes are rare to find, and although preferred, now I have a more reliable method, thanks to lynxes.
I tried it with elks and domesticated animals, even by releasing an elk from the trap, but when cornered and no place to run, it just stands there. I know they can attack, they just don't do it to me for some reason. I would try swine (wild boars and sows), because they are naturally very aggressive, but they are so rare, and don't get into traps, that it is almost impossible.
On a side note, training with lynxes cost me a dog, which was the first dog I bought, so it had sentimental value. When incensed, the dogs tied to a tree were so aggressive, than one dog attacked my own reindeer (they do it sometimes, I don't know why). Apparently the reindeer did something to the dog, because after zooming out the dog was unleashed and dropped dead, along with it items. What's strange that it appeared on a lake tile, next to the tile I was zooming out. Which is normally impossible, because you cannot zoom out on a lake tile, nor walk into it in summer. According to the log the dog ran away (you hear something running away in the south-east), and then it died, still leashed. May be a bug. Anyway, I don't take dogs to my training sessions with trapped animals anymore.
I don't expect a released elk to be more or less prone to attack than one you've chased to exhaustion: most of the time will be spent trying to get away. but if you build a fence around the trap so the only way out is through you, once you release it it will probably attack reasonably often.
I should have built an enclosure with the released elk, animals and trees for blocking are less predictable, but I think it is too much work, after I found that lynxes are so reliable.
Now, in an addendum to the original topic about glutton - recently I had a first visit of a predator to my animal pen (it's fifth year's summer), and heard it behind the cave wall. When I came there I've found a fallen and injured sheep inside, and a fatigued glutton on top of the fence, next to the sheep. I jumped in, the glutton ran into the cave. I picked only a bunch of javelins when coming, so waited, and when the glutton came near entrance threw a jav, and then four others, remaining with only one, which I used to hit the glutton now and then, when it was returning (my bovines, sheep and me were blocking the entrance, but glutton could walk on top of fallen sheep, while I couldn't). Once it was unconscious I started bashing it in the head with javelin. What a stamina this guy had! Despite being unconscious, and me having guaranteed hit, which usually is mortal with animals this size, I had to hit him 16 times.
EDIT: The sheep recovered, it was standing the next day. This means that sheep can occasionally stand against the glutton, at least long enough to inconvenience them.