Thinking about the basic types of ionising radiation, we have alpha particles, beta particles and gamma rays: the alpha/beta are far more ionising, but a lot less penetrating - whereas the gamma (high energy photons) can easily pass through most materials. Along with UV and X-Rays, Gamma radiation is just at a higher frequency and energy (which is what this photon would be). Even for Ultra-high-energy gamma rays, the highest detected is only about 0.16J (a LOT for a photon, but compared to the whole human body not huge). If it hit something it would probably cause damage, but it's very small. Beyond that, it is very theoretical - however this question might be of interest, basing a (very) small wavelength for a photon on the Planck length: http://physics.stackexchange.com/questions/16391/what-is-the-minimum-wavelength-of-electromangetic-radiation