How should I go about drilling this into my SO's head..?

I am a pansexual female, and my SO is a straight male. When explaining to him that I'm into more than just guys, I leave it at bisexual because I am somewhat self-conscious about my sexuality.. Anyway, he does not beleive that I am "bisexual" because he has never seen me with another girl. We have a now mutual friend who is bisexual, and while I am attracted to her, I beleive it is cheating if I am with anyone other than my SO regardless of their gender. I have told him that his nagging me about it makes me unconfortable and makes me feel invalidated.. but he doesn't seem to understand. He tends to bring things up like me sleeping with other girls, us having a threesome, and things of that nature... and though I tell him every single time that I'm not comfortable with it and it is cheating, he doesn't get it. Sometimes I just want to slap him. :/ why should I need to prove my sexuality to anyone? I shouldn't. Tf.