"Be like you? HA!, you'd wish."
Don't let a dwarf like that bother you, people who enjoy themselves by hurting others aren't "cool", they're pathetic. The only thing you need to do is stop being afraid, tell him he's a pathetic dwarf and reply to everything he said with an indirect insult. He'll get sick of it, beat you up, and get expelled, problem solved.
Or, if he notices you're no longer someone he can just mess around with, he'll leave. Fear is what feeds them, let them starve.