That Behavioral Class Isn’t Working

I work at a smaller branch of a bank where almost everyone is a regular and we are encouraged/required to be extra friendly and chatty with every customer. One particular gentleman is visiting from Nevada and has a habit of coming in a few times a day to withdraw money. He hasn’t been visiting long but has managed to become notorious enough that we usually direct him to our one male teller. This interaction takes place during a rush, so I’m unable to hand him off.

Me: “Welcome back! What can I do for you?”

Customer: “Just a withdrawal.”

Me: “Sounds great. What are you up to today?”

Customer: “I just got done with [behavioral class] and I’m gonna go home and play with myself. I mean—” *leering* “—play my guitar.”  *Winks*

I want to avoid an uncomfortable conversation, so I continue as if he really is talking about playing the guitar.

Me: “Aw, that should be fun!”

The customer is chuckling, making sideways eye contact.

Customer: “Yeah, I think I’m going to call a few people over and have them play with me.”

Me: “Even better!”

Customer: *Still leering* “Heh heh, yeah, maybe you can come over and you know, play with me.”

Me: “Unfortunately, I never did pick up the guitar. That was my cousin’s thing.”

He leans across the counter, makes solid eye contact, and utters the following.

Customer: “Well, in that case, I’ll just have to think about you.”

Me: “Here’s your money, sir. Enjoy your evening with friends.”

As of now, he has one week left of his class and we are ALL counting down the days.