Rather than being a matter of what to say, this is more a matter of what not to say. When you sense that he is probing into topics that you prefer to keep private, you should either say nothing or tell him that you cannot talk about it. And when he asks again, give him the same answer, or in this case, a non-answer.
Although you want to tell him to stop pushing you for information, simply saying so is not likely to do anything. When you were providing him with pieces of private data, you were also rewarding him. And when you reward behaviors, they are repeated. Your mere words are not going to end this.
You may also want to ask yourself why you are so free and easy when it comes to disclosing information that should be held back. Perhaps you are too interested in being liked by this person, or maybe you sense some sort of power by disclosing private information. Either way, when you stop giving out this type of information, it will not take long for him to stop asking for it.
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