This question (Dealing with an employee that went over my head) has been linked to the deleted question (How should I go over my supervisor's head (before I've even started) without creating a bad impression?).
I do not like the fact that all of the answers failed to consider what might have prompted the employee to ask for such a thing in the first place. I suspect there is a really good reason as I cannot imagine doing such a thing and being let go (which is easy to do prior to day 1) for a trivial reason.
The deleted question (not created by me) called attention to this omission.