I had a work collegue who would comment on my hair before I started covering it up, I would dread going to work and try and avoid him, eventually he left which was a huge relief, sometime after someone else commented on my hair, not on a nasty way as the previous person but I'd had enough and I told him what I thought of him and I didnt mince my words, after that he never said anything. I just wished I had said that before it would of saved a lot of worry. My advice is just tell him to piss off and not in a joking way like you may have done before make sure he knows you dont like it, you might feel a bit embarrassed but I cant see how else you can stop it happening.