I actually am rather fond of the Enraged Super-Bad promotion idea. Having them run out and only kill 1 unit, then come back.
There are a few approaches you can use to prevent the AI from activating your friendly neighborhood Nuke. First is to just tell the AI flat out that they aren't allowed to attack the Big Bad until they have sufficient force to win (and then requiring them to stay there for that win). Not so fun writing things to force the AI though.
Another is to have making an attack against a Big Bad and losing result in the spawning of a "Princess in Peril" unit in your capital (or Kingdom's Treasury if you prefer. I'll just call them Curse Marks for now). When the Super-Bad breaks leash, he bee-lines for a randomly selected Curse Mark from all those within certain ranges of himself (if any are within 2 turns, he chooses among those. If not, he checks all within 3-7 turns. If none, check 8-15 turns....).
With this method, the pain is dealt to those who angered the beast, and just happening to be the closest to the beast doesn't force you to be the one he tries to take out (to an extent).
Easiest way to link the Curse Mark to the beast is to make it a slave unit to the beast (non-aggressive/universal like treasure chests for equipment promotions). Then when that particular Super-Bad dies, you lose your Curse Mark, and if there are multiple Super-Bads enraged at a time, only the one(s) that YOU enraged comes after you.
Having a Curse Mark in one of your cities (not just in the capital, no moving palace to avoid the consequences...) causes units you build to have a (somewhat low) percent chance of being created with a "Marked for Death" promotion. When the Super-Bad enrages, he will only stop the rampage and go back home after killing a unit with such a promotion. This allows you to park a Marked for Death unit just outside of the Super-Bad's leash range (between you and him) as a "virgin sacrifice" to keep him contained if you are really afraid of the consequences.