To break the final wall to fill your pipe you can either gamble the life of one of your miners and just dig through it, or you can channel it out from above.

A trick I do is to dig a tube to magma on the same Z level, and smooth the wall instead of digging through it. Then, carve a fortification in the wall. You can still loose dwarves this way but for some reason I feel like it’s safer. Might be my imagination but I rarely loose dwarves doing this.

It will not keep magma creatures from traveling through the magma at the fortification, if I recall correctly. Creatures can move through submerged fortification.