Allow me to correct the order of my two comments.
First, if the manger's order to the employee did not present or involve a H&S danger, then the best way to deal with the employee's concern would be to have the employee state his or her objection or concern, in writing, directly to the manager only, and await the manager's response.
Here in Canada, employers (including managers) are required by law to ensure that a worker/employee has received Worker Health and Safety Awareness Training before they are permitted to work in any workplace.
The cost of training is borne by the business and the employee may not work until such training has been carried out.
If the job candidate can demonstrate that they have received the Awareness training at a previous workplace, the employer is not required to repeat the training and therefore can put the job applicant to work on day one plus save the cost of the training.
Employers, at least in Canada, would be more likely to hire an applicant who had already received the training and had a good knowledge of the H&S laws.
On reflection, my two comments were written in the wrong order. But at least in Canada, and in a job application interview, both answers would be acceptable and the applicant with an understanding of the H&S laws would have a definite advantage over an applicant who had not been trained in H&S.
Furthermore, I should have emphasized the first course of action (i.e., deliberation with the manager), while adding that knowledge of the H&S laws (questions usually asked in Canadian job interviews) would benefit the applicant (assuming the company and their managers supported and complied with the H&S laws).
My two comments were in the wrong order, but neither incorrect, nor an overreaction, at least here in Canada.
My comments are based on 28 years of consulting hundreds of companies, writing H&S policies, and training more than 30,000 managers and workers in more than 30 H&S topics, including the law.