Trust me - you can do all kinds of damage to yourself with dumbells...
Don't you start with your Bulgarian Split Squats! #badmythingyx
@Kris_90 - they look like short workouts to me - how long are you in the gym for?
You're not really doing optimal work in three/four sets (of eight reps) which is why you may be feeling the need for more sets.
Is there a routine you are following, or are you just going in and hammering stuff?