I would approach him in private and say something like:
Your repeated attempts to annoy and embarrass me over liking {coworker} is highly inappropriate. Please drop it.
If the behaviour doesn't stop, you should start keeping detailed written accounts of what happens.
You can optionally approach him again with:
I thought we talked about this. We are not friends. Please stop harassing me over this.
If it still continues, you should speak to your manager or HR about it (and it could help to throw the term "harassment" in there somewhere). Make sure to tell them that you've spoken with the coworker about this.
It seems like a form of harassment, and it's reasonable to escalate it.
There is a risk here that this coworker will tell the person you have a crush on that you have a crush on them if you choose this route.
You can reduce (but not eliminate) this risk by speaking to him in a more gentle manner (or just escalating directly to management), for example:
I'd really appreciate it if you could stop making fun of me over liking {coworker}.
If this is not an acceptable risk, I might recommend trying to make him self-conscious over what he's doing by, for example, implying he's actually the one with a crush (with either her or you).
In private, or if he's being very obvious, you can say things like "what, are you jealous?", "you seem pretty obsessed with her" or "you seem pretty obsessed with my love life". If he's being subtle with others around, you can try a similarly subtle approach. A response you might expect is "I'm not the one with a crush on her", to which you can respond with "that's not the message I'm getting".
For "you can go get her", I probably just would've replied with "if you don't think she's capable of getting here by herself, you're welcome to go and get her".
This approach would generally requiring thinking on your feet. Less so if you stick to a few generic responses.
An alternative is to try to show that it doesn't affect you. This can take the form of trying to ignore it (which won't work well if you can't hide that it doesn't affect you well, or if he thinks other people find it entertaining) or trying to respond in a light-hearted or silly manner.