Similar to the option for worker/guard/companion, there should be a 4th option for combat training. The unit will consume food like normal, but will perform no labor and will not reduce raider hostility like guards do. Instead, they just train in order to slowly level combat skills, giving the player the option to prioritize which skills. Strength training could require a log and involve the character just weightlifting the log. Agility, the character jogs circles around the outpost. Etc.
As a balancing mechanism, there could be ways to provide additional limitations. For one-handed or two-handed, maybe you need at least two settlers marked for training so they have someone to spar against. There could also be weapon damage. Training archery still expends arrows, so it requires a large amount of ammunition. Maybe there is a risk of accidental injury.