…I say, let him drown.
Yes, it’s an AIRPLANE! reference. At the same time, though: this guy wants to cross the Atlantic Ocean on a giant hamster wheel, or die trying (if allowed to do so, he will die trying). He has attempted this on multiple occasions. I do not think he is going to stop trying. Either put him in a mental institution*, or let him go.
I will compromise to the extent of agreeing that he should put up a bond to defray the costs of collecting his corpse, assuming that he doesn’t drown in international waters. If he does drown in international waters, how is that our problem? His floating wheel-coffin will likely sink, soon enough.
PS: What? No, I haven’t had my coffee yet. Why do you ask?
*Which would be more difficult than you might think, to be sure.