I’ve had success imagining the reaction a bully is looking for, or expecting; Then giving them a reaction that confounds whatever they had in mind. Don’t play their game. Make a new game for you to play. One they won’t understand.

My first thought in this case, is to stop by and give him a list of requests you’d like him to play the next morning. If he immediately refuses, just ignore what he says and thank him, because his sound system is way better than yours. That interaction will confuse the hell out of him. He might just stop. If he does or no, go back the next day and ask why he didn’t play your request list. If he did play your list, go back and thank him, by giving him another list of music from someone else in your family.

That’s just off the top of my head, maybe you can some up with something better. Just remember to make it your game, not his.