What he's doing IS harassment. Whether you choose to call it that or not. However, the person being harassed is the one who's responsible for filing a report to whomever they get filed. If you don't initiate some kind of formal complaint, it doesn't really exist.
Quietly: "Stop asking, or I will hand Sensei the original of this letter." In the letter, you document the dates, times and frequency of the queries that you are refusing and the fact that your "no" isn't working, you're getting very tired of it, and you want the sensei to take some action to get this person to stop. If you don't do this, he'll continue. If the dojo won't do anything, offer (first the sensei, and then the offender) that you'll gladly send a copy of this letter to the man's wife if no action is taken, but really, you'd like to have all of this resolved without having to do anything drastic.
I think this is an excellent idea. It should make the bugger himself, the sensei and whoever else understand how serious a nuisance this is. Personally, I'd say there's no action too drastic for this sort of situation. If the dojo really doesn't intervene with problems like these I'd say it's either time to change dojo or sue the bastard
Other delicious alternatives would be keeping an electric cattle prod or fly swatter with you and giving him a reminder every time he tries to say anything about going out with him!
No seriously, TALK TO THE SENSEI, you won't know for sure how he'll react unless you try him. Good Luck!