Hello,
i'm playing on a large map and it's always impossible for me to catch travelers, because they leave the map to fast. My base is in the upper right corner, and they always spawn down left or in the down middle. My colonist can't get fast enough throu the mountains.
There's a couple of options, though I've never had this problem, if I draft someone and send them right away.
The best way is to sculpt the map so they'll have to go through a chokepoint controlled by you. Then it's just a simple matter of hijacking them while they're traversing it.
Or carve out the map edge squares under the mountain, and suddenly those squares will be valid spawn points for travelers (and critters...) If the only exit from the mountain is through your fortress, they'll just stand there like a lump waiting to be collected.