The danger room was built according to http://dwarffortresswiki.org/index.php/DF2014:Danger_room#One_Tile.2C_extendable , but with statues to the side.

Setting a repeating pull lever action on the topmost lever starts the danger room.

Eventually, one of the dwarves will dodge forward through the forbidden door, opening and unforbidding the door.

This issue still occurs with just one dwarf. Replacing the statues with walls seems to stop the dodging into the forbidden door altogether.