He called me at work and left a message for me to call him back.
He asked me to call him and let him know.
.
Don't give him any power or authority over you. You don't have to call him back. Only answer the phone again if he calls you at work. Then answer and really tell him off how rude and inappropriate it is for him to call you at your work. One easy way to rid yourself of JW elder intrusion is to have a reason to tell them off really good and act like they have really offended you.