LifeinAsia - 4:08 pm on Oct 4, 2012 (gmt 0)

employment is at-will as we're a US company.

Um, not necessarily true- it depends on your location. In California, lacking a contract more or less assumes at-will. But many other states have "implied contract" exceptions. And lawyers can pounce on anything in your employee handbook that even smells like being a contract for promise of employment.

Then if I fire him and he claims unemployment, I will have documentation with which to dispute the claim. What do you guys think?

If you terminate for cause, and follow the rules outlined in your employee handbook, then you can probably avoid having your reserve account charged.

How soon after hiring someone would you subject them to the possibility of a written warning?

Less than 1 microsecond. Once you're hired, you fall under all the company rules. Which, of course, should be well defined in the employee handbook.