Since you have told him, the gig is up. You can't untell him. All you can do now is damage control. Personally I would "lighten" up and not feed his little sadistic thing he has going, would either ignore it or say something mildly putdown like, "you're just jealous you've never had a life and are trying to make one out of mine." I doubt he will go far enough to tell a whole story but if he does you'll just have to trust yourself and the people he tells (to be even more condemning of him for telling). The past is in the past and can't be changed; either the actions of your secrets or that you've told whom you've told.

I usually get most of my stuff out in the open as soon as I can at work since I find it too nerve wracking to know who I told what to. I've always had to leave early or show up late to go to therapy appointments so I act "crazy" in a funny, exaggerated way. People who tease can be being obnoxious or they can just be teasing or even making an observation (and not know how to do it so it doesn't hurt) and thus be giving one valuable information about how one comes across. I had a boss who, when I was quiet or angry/sad, whatever the day after my therapy appointment would make a comment about therapy and I'd stop and look at myself to see what I was broadcasting but not paying attention to. It was actually helpful as much as I didn't like the little references. It's your past, trust yourself with it rather than trying to divorce yourself from it. It's part of what makes you the wonderful person you are; we all have good and bad things going on, no one (as you've seen from your less than stellar friend) is perfect.