you can't make a prosthetic hand for someone missing a finger
I don't see why not. If there's too little of the limb missing, chopping off more to make the prosthetic fit is a very simple solution, and IMO quite a dwarfy thing to do as well.
But yeah, I do like the suggestion. I'm not particularly happy with the way DF seems to be going, with magic going in and steampunk being left out. Ever since I played Morrowind I've thought steampunk dwarves are the best kind. They already go crazy with all kinds of mechanical contraptions, so it seems a natural direction to take them in.
SteampunkAdvanced item creation and Dwarves are like Peas in a pod in my opinion as well, and I do hope that when eventually comes and the magic system arrives, there will be the ability for races to be more affiniated with certain magic, and item centric magic(putting the real zing in that artifact) being one of the possible end-effects.
On the topic the OP opened with, I would like for there to be a way for my dwarves to not have to crawl eventually, with better quality mechanisms making for a more seamless transition from dwarf to legless dwarf. As it is, if your dwarf survives the amputation, he now is crawling. Forever.
Prosthetics, no matter what format they arrive in, be it magic steampunk arm, magic clockpunk arm, magic arm, or steel armor uncomfortably fitted onto a stump that can somewhat be manipulated to hold light objects, I eagerly await it's arrival.