It would be "Den onde" also, to mean "the evil one".
I never thought about adjectives turning to nouns by adding the definitive article, but I suppose you are right? You do in most cases have to add that "e" at the end though, or doubling of a consonant plus the "e", e.g. the color green is "grøn" but "the green" would be "det grønne". Seems to me it would be akin to adding "The" in front of words in English.
Technically "ond" is "evil" - whereas "mad/angry" would be something like "gal/vred".
I'd suggest that a word that might work better, being a little less biblical, would be "mean" (Why are you [so] mean!?). Another could be "malicious" depending on the context and setting? :-)