The total amount of iron in the blood is relatively low. It is also bonded inside large, insulating molecules (hemoglobin), so it does not conduct electricity. The water in our veins and skin conducts electricity, especially since we're salty inside: 0.6% salt. Electrocution usually depends on having good electrical contact through the skin, which is usually dry and a good insulator. Water--especially salty water like sweat--is a good conductor, so it spreads the electricity over a larger area of skin, allowing more total electrical current to penetrate the body. Brushing dry skin accidentally against a 120 Volt bare wire might not kill you, but grabbing both terminals of a 12 Volt car battery firmly with wet hands just might, even though the voltage is so much lower (and safer). It mostly depends on how good the contact is between the voltage source and your body. It doesn't depend much on the content of your bloodstream. You can't change your bloodstream much anyway (and still survive).

Not really - the reason why our blood conducts electricity is because it's got a lot of salt in it (although a lot less than, say, seawater). Iron in the blood exists as cations, charged particles that partially make up salt, but we keep our blood at a constant salt concentration by drinking water, so having more salt would just mean having more blood. The thing we use iron for most in the blood is in the hemoglobin that carries oxygen around, but that hemoglobin is contained within the red blood cells. No, having more iron in your diet would not make you more vulnerable to shock.