I was ambushed by goblins, and some merchants hanging around were killed. Then, I defined a burrow and ordered the dwarves inside. But now, I'm getting spammed by "Urist McUrist cancels Place Item in Tomb: Item inaccessible". I suppose they're trying to bury the dead merchants outside of their burrow. How can I get rid of that? Killing the crossbowmen isn't really an option as I have no military.
Press d-b-f to activate area forbidding and draw a box around the dead merchants. This will forbid your dwarves from attempting jobs concerning the corpses, and will prevent the message spam.