Right now I know that by default, basically every MS Access file is
on the Blocked File Types list in SharePoint (and as far as I'm
concerned I don't want to unblock them).

My question, does it pose much danger if you have a link to an .mdb
file in a Links list? I have put a few links up to a couple
databases on one of our file servers, and noticed a few anomalies:

1. The "Could not verify publisher" message popped up (went into
Internet Options to fix this temporarily).
2. Just a "Form View" showed up in a new window for one database,
which I'm guessing would display the main form in the database, but
it showed up as a blank gray window. Nothing showed up for the
other database other than the password dialog.
3. Even though nothing else showed up for the one database, an .ldb
file was created on the file server and didn't go away.