I'd really like to explore my fortresses in adventure mode, but I don't really like spending an hour to solve quests, gain followers, buy equipment and find the actual fortress.
Is there some kind of shortcut to get me closer to what I want?
The best shortcut is to prepare an armory for your adventurer at the entrance. Spend a few years making a suit of full masterwork adamantine gear, including adamantine underwear and mittens. Put all of it in lead/gold/platinum bins to prevent the items from scattering upon the fortress's death. After your adventurer makes it to the room, they will be nearly invincible (although some demons may still splatter you against a wall, and an adamantine chainshirt heated by dragonfire will burn your flesh the same as an iron chainshirt).
Bludgeoning weapons and shield bashes do not benefit from adamantine's exceptional properties, heavier metals must be used instead for best results. Silver is the best metal for war hammers and maces sans moods (If you have a moody weaponsmith who likes war hammers, get him some platinum or lead, the resulting weapon will hit with the power of a thousand suns).
This of course only works for adventurers which can equip dwarven-made armor. Dwarves and elves qualify. Most dwarven-made weapons should be good for any vanilla adventurer race, and having a sword that decapitates in one hit is always a plus; playing with a tiny race will obviously make regular weapons difficult.
Actually finding the fortress can be quite difficult. Make note of where it is on the world map when you create it (you may also use reclaim to see it on the map), then try to match its position to what you see on the travel map in adventure mode. If that's not helping, try to start with a civ that is nearby the fortress site and use legends mode map viewer to figure out how the position of your starter town relates to the fortress's position.
The easiest way is probably to spawn an adventurer, make a note of where the spawn location was, and then build a Fortress nearby there. You will be able to spawn right near the fortress that way.