Is the xkcd rock-placing man in any danger if he creates a UFAI? Apparently not, since he is, to quote Hawking, the one who "breathes fire into the equations". Is creating an AGI of use to him? Probably, if he has questions it can answer for him (by assumption, he just knows the basic rules of stone-laying, not everything there is to know). Can there be a similar way to protect actual humans from a potential rogue AI?
Assuming the premises of the situation, yes to your first question:
He may be argued into something that is not in his interest by the UFAI. (On the other hand, Rock-Placing Man evidently does not have a standard mental and physical architecture, so maybe he also happens to be immune to such attacks.)
The UFAI may take over his simulated universe and turn it into simulated paperclips.
If it's worth saying, but not worth its own post, even in Discussion, it goes here.