You may want to check the following somewhat related discussion: https://www.researchgate.net/post/What_is_the_best_solvent_for_PCL_to_achieve_thin_cylindrical_solidified_fiber
Polycaprolactone is soluble in THF, chloroform, DMF/Dioxane mixture, DCM, and toluene.
I think THF is the best among these solvents, THF is a moderately polar aprotic solvent which can dissolve a wide range of nonpolar & polar compounds (e.g.it has water miscibility) . It is a popular solvent among chemists & I really saw a laboratory technician who used it for years in England without any complaint . BUT I stress that exposure to any chemical ought to be avoided by strict measures.