Holy hell. Given that the world of Westeros is chock full of psychopaths for whom rape, slavery, torture and murder is completely inconsequential (or, in the case of Ramsay Snow, just a great deal of fun!) the idea that GRRM thinks Walter White is worse than any of his characters is a bold testament to Breaking Bad's depiction of a man's descent into evil.
Also, given the monsters he's already created, I'm having a hard time imagining what GRRM would think is "worse." I mean, what else is there? Other than maybe a dude who wears dead babies as slippers?