The purpose of our study is to assess to what extent engineers are empowered by their professional training to engage in ethical risk management. Using the concept of self-efficacy and the results from a questionnaire answered by 200 engineering students, we suggest that the present engineering education fails to induce such empowerment.We therefore propose an innovative method to help in this matter. Carried out through workshops with 34 students, the efficiency of this method has been evaluated using group interviews and questionnaires. Our results suggest that such an approach is efficient, at least in the short run, to motivate students to engage in ethical risk management. Maybe more importantly, it triggers reflectivity on what it means to be an engineer today, a first step in engaging into the ultimate Grand Challenge of self-knowledge.