First of all, do NOT assume he Knows ANYTHING about you, what you're thinking or feeling! The ONLY way he could know anything is if you let him/told him! He's only poking about, looking for gaps in your armor, something that will give him a little bit of leverage to kid you about, just to make himself look 'better' in the eyes of others.
And, I'm pretty sure you're not the only one he is, has, or will be, picking on. I'll also bet he's as nice as pie when there isn't an audience around, be it only one, or more. What he's doing is "Grandstanding", and seems to think you're the easier target as opposed to your other room mate.
By your not countering him, coming back in his face, mounting any kind of defense, and simply walking away, you're giving him the impression there might be some ammunition there for him to 'work' with. He's just 'searching'/prying. By letting him continually do that, you're actually only encouraging him to keep at it.
"The best Defense is a good Offense!" Take him up on his provocations. "If you think you're so hot, and have such a great dick, then whip it out! Right HERE and NOW!" And, if he does ... "That's all you're working with?" Then shake your head and walk away. Or something along those lines to pop his bubble and take him down a peg.
OR ... just the opposite. Hold out your hand and say, "Hey! Put the beauty right here!" OR ... "Since you've gone that far, let's ALL show off!", and then proceed to whip yours out, too. And, if the other room mate is getting all shy say, "What about You, too?"
The point is to "rise" to the challenge, one way or the other, and not just slink away with your tail between your legs.
Granted ... he's "hawt", but the problem is he KNOWS it, and uses that to inflate his own ego even further, at your, or someone else's expense. And, he'll keep doing it until he runs into some resistance, or someone 'trumps' him, calls his bluff, and ups the ante.
From everything you've told us, I really doubt if there's any chance of 'getting' with him. And, if you did get 'lucky', it's likely going to cost you dearly because he's probably going to blab it all over town. Would that really be worth it?
You shouldn't have to put up with that kind of treatment, but since he's there doing that, you do have to decide how you want to deal with it. You can continue as you have been. You can pull the rug out from under him. You can call him on it, and not back down. I don't see many other choices for you.
I'm wishing you all the Best!
And ... Most Importantly ... no matter what ...
Keep smilin'!!


Chaz
(How do you and your other room mate get along?)