I don't believe the problem lies with the individual but rather in yourself. Your phobia of confrontation and unpredicability has paralyzied you to the point that you reinforce your self as a victim. Once a predator has a scent of fear, they stalk.
Stop putting energy into this individual more than you have already, and have confidence that nothing will happen. If the individual approaches you, keep walking, if he asks you for something, look him in the eye and say "sorry" (not aggressively, but with confidence) and keep walking. Be aware of his distance towards you and don't turn your back on him if he is within touching distance.
Use your experience with training Muy Thai as a confidence booster and know that if he ever did try and come to harm you, you would be more than capable of handling yourself. In jail there aren't any "secret techniques" other than attacking in numbers, sticking you when you aren't looking, and sucker punching.
You would be far more experienced in technique, so I would not be afraid of him. If he does have a weapon and flashes it, then you run. Don't try and be a tough guy, run and when you are safe call the cops and make a report. If he is a convict, then most likely it would be easy for him to go back to jail.
Most likely he won't go to that level and will try and fish for weaker targets. Don;t become that target.
Best answer so far.
You say its only one dude that shits you up. This is almost definately a pschological issue that can be easily resolved. Your descriptions of him, his looks, his demeanor, his criminal past, they all seem like reasons, or excuses to why you have to avoid him.
You must remember, hes made of the same flesh, blood and bones, regardless of his size. Take one minute out of your day, just one. Sit on your own and let your mind wander. If any thoughts come into your head about this dude then immediately swat them away, at the end of the day, these are just thoughts right? Thoughts can't harm you. After the minute is up, go about your day, and if any thoughts about this dude pop up again, just think or say to your self, these are mearly thoughts. Once you get used to the fact that these thoughts about this guy are infact, just thoughts, your fear should slowly dissipate.
What I mentioned above is a genuine pschological technique used to help people overcome fear. A type of cognitive thinking. Hope it helps.
Also, I study sport Psychology degree at uni so I'd like to think I can help if you need.