How can I keep my dwarf from walking to his doom?
Solution 1:
Recruit him into your militia.
Activate your milita.
Station him somewhere, anywhere, else.
Wait for the bridge to finish deconstruction.
Discharge him from the militia.
Solution 2:
This depends on why your dwarf is moving there and if there are other ways of moving there. You could open up a (temporary) shorter and saver route so the dwarf will be taking this route.
Otherwise with "d"+"o" you can assign traffic areas. Basically each tile has a movement cost of 2. The path finding algorithm considers movement cost. So if you mark certain areas to have a movement cost of 25 your dwarfs are less likely to consider these tiles, unless of course there are no other routes or the path of 25 move cost tiles would be still faster. If you have a hallway with a length of 10 tiles and make them all cost 25 points dwarfs will detour 125 default tiles since 10 * 25 = 250 / 2 = 125.
With this method you can also make a temporary floor next to the bridge and mark the bridge tiles with 25 movement cost so they take the floor next to it.