I had an idea to write one test fixture per feature. This isn't quite the same as one fixture per method, but it's similar.
Another idea I had is to write one fixture for each of a class's interfaces. That way, the tests are written from the perspective of a particular set of clients (the ones that use that interface).
I haven't tried either of these approaches yet, so I don't know whether they help in practice.
In any case, I do like your idea because it makes fixture names more meaningful.