Change the settings on your facebook so he's an acquaintance or something and can't see much of your profile.
Tell him you don't use facebook much so you'll talk to him at work. I wouldn't ignore it because there's only so much ignoring you can do if you are an active user.
If it helps I had someone from my old job who texts me literally everyday and I could literally strangle him, I don't ignore him. It is a tad rude and cowardly to do that in any situation. I just tell him straight I'm busy or I don't use my phone much (which is actually true). I hate that people think because you own a phone/are on social media they need to contact you 24/7 XD Maybe that's how he feels.
It is a bit much to work with someone and have them constantly message you whether on facebook or otherwise!
If he goes from general chit chat to straight up disgraceful tell him to stop, if he doesn't print off the messages, show them to your manager and delete/block him and don't feel bad.
Also..if someone makes you feel uncomfortable in person don't accept them on facebook/give them your number.