If he comes back I would just tell him you really can't afford to buy and it won't be worth his time to keep coming back.
Don't call the company or the cops.This guy could be just trying to scratch out a living like everyone else. Them guys don't make hardly anything. They do it because they need a job. Don't make his job any miserable than it already is. If you don't buy he won't keep coming back. He's doing it to make money not to keep people company.
Turning him in to the company or calling police will only be harrassing him.Don't believe that they will keep it confidential.Bosses and Police both like to bully to show their authority. This would aggravate someone more especially if they were unstable.
Don't threaten to sue,a company the size of Shwanns probably has a full time lawyer with nothing to do already, you would be in no financial position to play a court game.
If you are not familar with firearms,don't go out and buy one now.I'm a gun guy but I think if you don't know how to properly use them,you shouldn't have one.Especially with small children around.
Just tell him no thanks and ask him not to come back.
Most importantly,in the future. Don't give out so much info to people.
If you tell him don't come back and he does,then call the police.They will notify Shwanns' good luck Will