Have him blocked on every social platform. Block his contact on all of your phone numbers or change them. DO NOT respond to any of his calls or messages. In my frank opinion, you will have to be a bit heavy-handed while dealing with him. He himself knows that he cannot move legally against you in the court.

After you have cut off all possible ways of contact with him, any further attempt made by him is only likely to land him in trouble. Even if he does try to do something, for instance, come over to your house unnecessarily and by force, he'd be liable for trespass. And if you don't take an action then, it's only likely to cause his fear of any consequences to simply evaporate. You do not want to encourage him more. Keep your grandmother happy and away from all of this. She'd rather have you (and your soon-to-be-wife) to focus on.