trust issues

So I've been seeing this guy for a couple of months and I'm really starting to like him. He told me after we had been on a few dates that his ex cheated of him and with someone he knew. Recently he has been making a lot of comments (often in a jokey way) about me being on dates with other guys (which I'm not) and asking if I'm 'on the pull' etc. We've talked and have both said that we're not seeing anybody else and aren't particularly interested in doing so but he still makes these comments. I know that he's probably got some trust issues and is insecure about things because of his past relationship but it's starting to get on my nerves. Should I talk to him about how it makes me feel when he says these things? I don't want to be too full on because we haven't had 'the talk' about being gf/by yet.