Scared to tell him to stay away from me

So there this guy who comes in my job and he nice but very creepy. When i talk to people he doesn’t come up to me or says anything. When I’m alone he always comes up and talks to me. Sometimes there regular small talk and normal conversations. Most of the time it’s weird and creepy interactions. he will ask about my bf, what kind of guys i like, what i like to do for fun etc. (not to bad) then he try to be flirty and I’ll end the conversation. He invited me to his house…. He showed me a weird video once of a guy deployed overseas killing a terrorist (it was a animated video) i told him that i didn’t want to see that and that’s makes me feel uncomfortable. This man is 24 years older than me and supposedly married. The other night he came in and talked to me about his X-ray and basically showed me a X-ray version of a nude. He showed me his hip but zoomed in on his dixk….. I got disgusted and got my stuff and left. Other females i talked to said that he creep or that he doesn’t talk to them like that. I told my supervisor and he told me i need to set boundaries. I tried in the past but i need to do better but I’m just uncomfortable and don’t like talking 1:1 with him.