I use roid shields with regularity for Krieg until the Overpowered levels. When you get into OP, your melee damage, and the roid damage of the shield, increase with each level - but your health doesn’t. So a roid hit with Silence the Voices becomes very dangerous indeed. It still hurts without it, but if you’re careful in tough situations you will be able to manage his insanity with Release the Beast. The roid bonus becomes a bit too much for RtB to work as a safeguard though.
I’m not an expert on melee Zer0 (or in any way Krieg in truth, but I do love playing him) but Mr K’s more than able to compete with Zer0 in power and effectiveness, and Silence the Voices doesn’t take that away. With a Sickle mod on, Krieg can get up 550% melee damage from StV which in addition to other bonuses makes him incredibly powerful In UVHM. Mania in general means he’s vulnerable, and he does require some thinking to work out, but choosing a Rough Rider instead of a Roid will not make him any less terrifying.