"Dear John,
I'm an escort, I get paid for companionship and as much as I like to keep friendly relations with my clients I make sure they stay professional, ours has crossed a boundary and I no longer feel comfortable seeing you, I don't want to engage in further explanations as I don't have them, I also don't want you to contact me anymore by phone or email. Any harassment will be dealt with accordingly. Wish you well, Fay.
You don't owe him anymore than this (and you're already being generous). I believe a message to let him know you wish no contact is very important because if you ever need to press harassment charges this is the first thing the cops will ask you "did you explicitly told him not to contact you anymore?". If after this he continues then save all the messages, record calls and go to the police.