I just added a workflow role for a user, and they are able to grab the document and add it to their worklist, but they are getting an error when trying to approve/reject a document. Why? 

You will want to make sure that they have the corresponding document approver role (APPR) added into the Security Role section of the UDOC. The document approval role in the Security Role section allows for the Workflow Roles to function properly within CORE.