Is it possible to make bolts for the crossbow at forges? I'm not seeing any listings for them under the appropriate headings but the Dawnguard loading screens and the UESPwiki seem to imply that it's possible.

Do I need a particular perk, or to finish a particular quest to make them?

You have to do some quests for Sorine Jurard and then the bolts are listed under "Steel", "Dwarven", etc.

And they are only craftable at the forge at Fort Dawnguard

Not so. You can craft generic bolts anywhere once you know how. You need the Dawnguard forge to craft crossbows and exploding crossbow bolts.

Thank you! I just found the listing for steel bolts, and finished the exploding steel bolts (which are one of my favorite things now ) quest. I take it I can't craft Dwarven bolts though? Or is that yet another quest.

You must do some more quests for Sorine Jurard and also have the Dwarven perk in smithing, I believe.