Probably will need to keep your taming pens inside your main base/castle and yeah fortified to all Hel. However, after they are tamed, you might want to lead them to a farm somewhere in a meadows with only a stake wall, the pens, a workbench, and a possibly a portal.

If you keep the farm far enough from everything else it shouldn't be involved in any raids. Just the occasional greyling trying to scratch through the fence.