I would say even someone who doesn't have paranoia issues would be creeped out by that.

I wonder if your store has cameras? I really think you should say something, but of there is no way to "prove" that he was hiding and watching you, he may try to turn it as you are lying to get him in trouble...

I also think that you are probably not the only employee who has had issues with him. Usually, people that like don't just pick on one person.

I hope it turns out okay.