The trickiest part in forming a bond with Zevran is the beginning.
Why didn't your Wardens worry about the possibility that this unknown assassin only offered to join your group so he could try again?
Like Morrigan says, it would be as easy as poisoning your food or killing you in your sleep. And at that point, Zevran hadn't earned your trust yet.
Why would the warden worry about being killed by zevran?
Afterall, everyone in the warden's party could kill the warden. at this point of the game.
Morrigan, when you meet her says that she knows how to make poison (nevermind that she's lying) and is a mage, an illegal one, with knowledge that is rumoured to be dangerous and unknown, who has the ability to turn the warden into a frog or worse. at any time. with a flick of her hands.
Leliana, is a chantry sister who can fight. remember that the chantry accepts harlots, murders and everyone but mages. which allows a person to commite horrible acts, any horrible acts and still be accepted into the chantry. that allows many horrific things to be swept under a carpet. Since leliana doesn't really explains to the warden how she gain fighting skills until much later, the warden could think of many things to explain how leliana, none of them would be pleasant. as people tend to fear what is not seen or told. (for example. a horror film, is much more scarier if the film doesn't ever show the monster. then if it does. as people tend to think of scarier things when left to fill in the blank.)
Sten, when recuited is stated by himself, the chantery mother, head templar, barkeep, as someone who just killed an entire family. the head templar says that when he saw the scene he was horrifed (something like that. )
Shale, Killed it's former master. and promises it won't harm the warden unless provoked. and everyone's limites is different. shale could have a short temper. the warden doesn't know.
with alistair it depends on the origins of the warden. if a mage. alistair is a templar recuit. he is also human, which might be a problem for a dalish or city elf warden. not to mention his emotional state isn't at its high point. duncan is dead. the man he considers family. (Depending on if the warden did redclife first, connor or isolde might be dead, which leaves alistair feeling guilty for harming family of the man who took him in, nevermind that the same man let his wife bully alistair.)
either way, personal safety isn't the warden's first concern. The first concern would be the blight, following that is loghain. and between either of those two goals, personal safety does not have a place at all.
as for trusting zevran, it really isn't nescessary.
the warden is desperate for help, (sort of) sure the warden could end the blight with just morrigan, alistair. but the more people the better the chances of actually getting to archdemon.
besides, trusting someone to watch your back in battle (if you like, think of battle like a profession, you have to do it but you don't have to like everyone around you and it's public), isn't the same as trusting them as a friend (which is private, and you have to like them to a certain degree).
either way the blight threatens all of them.