If an elder approaches you could say:
"Thank you brother xx for your personal interest. Be assured, dear brother, that I am giving my best to live a life that pleases Jehovah. I have a strong personal relationship to him and I am giving my best for him. Be assured that I will call you if I need spiritual help."
If they continue to ask be firm. You can also say. "My relationship to Jehovah is personal and I won't discuss it with anyone, BECAUSE IT IS PERSONAL."
They only have as much power over you as you give them.