This is a really interesting thread for me on a few levels - people have already made some great comments. My dad is, I am pretty sure, either an INFJ or an ISFJ, and quite similar to me in temperament. At the end of last year he lost a voluntary position partly because he raised an ethical issue (and partly because he lost his temper, but that shouldn't have been a critical factor, and everyone in my family is quite unhappy and even angry about how he was treated.) I didn't discuss it at much depth with him - he did that more with my mom and with a couple of friends who understand the situation or have a view into it - but he did say to me that a mutual friend had told him to try to be like a duck (ie. water off the back!) but he isn't really able to do that because he takes things to heart and feels wounded. I completely know how that feels. I also think that he was caught between feeling unfairly treated because he'd raised an ethical issue, being treated with disrespect (which he definitely was) and feeling he'd handled things badly (ie. losing his temper.)
Anyway...I haven't personally as a INFJ faced a situation quite like that, but the comments already have been great. I'd agree with just being there for him, and listening to him vent if he needs to although it may be frustrating for you. It can take a long, long time for us to not take things personally. So in a way that advice is good - at least I would accept it as such - but you really have to be careful to not force it on him at all.
The whole venting/listening thing can be good too. Sometimes I get to the point where I'm embarrassed venting about things any more, I feel like a ridiculous obsessive, but I kind of still want to talk about it. If he gets to a point where he doesn't bring it up you could just ask if he's feeling better about it, or something like that. He might want to talk about it some more in that case, or he might say "yeah, I don't want to discuss it any more, I've pretty much dealt with it" - then you just have to leave it.
It's also true what Glycerine said about the Ni black hole. I think it's a balancing act because we might genuinely need to vent but there's a danger of going on and on forever with all those Ni ramifications, and a listener could exacerbate that especially if they offer a lot of comments and perspectives on how the situation played out. I think at the end of the day it is really down to the INFJ to break that pattern. It's hellishly difficult for me, but after a long painful period of time which seems almost inevitable, I get to a point where painful thoughts still intrude a lot (sometimes it feels like all the time) but I can force them away to a certain extent with positive thoughts, things that make me feel better, etc and then the painful thoughts gradually become less of an ingrained negative habit.