Tell him that since you two are perforce going to be in close proximity to one another, you need to have a clear mutual understanding about matters relating to religion. Tell him your status, situation, feelings, etc. and elicit his. Point out that you have to work together, and (if applicable) that you are prepared to be businesslike and civil to him, expecting the same in return; there is no need for socializing or unnecessary contact and interaction.
At least, that is probably how I would handle such a situation. Yes, it's bound to entail some discomfort for both of you, but perhaps better to have a mutual understanding of "the rules." Of course, if you really want to give him a hard time and make him uncomfortable continually, that is a different kettle of fish. Personally, I couldn't do that; I would confine my harassment of JWs (if any) to outside-of-the-workplace.
A couple of JWs approached this morning while I was waiting for a bus downtown, and placed WTs with some of the other people waiting, who having nothing better to do proceeded to read them and even discuss them amongst themselves. I merely smiled and shook my head when offered a tract. I listened with interest to the other folks' theological discussion (the one that was conducted in English, anyway - which was, in the main, critical of the Witnesses), but saw no need to offer opinions or observations unsolicited. Was quite happy to just stand comfortably aloof.
Cruithne