I told him not to confront him at work. Deal with it off the clock and off company property. Or in the alternative go through official channels and notify su.periors at work.
Going through official channels may not work very well however. Depends on what type of upper management you have at the company. They will side with the superior normally since they are considered the more valuable person to the company. Also you will be labeled a snitch. So if you got to management make sure you have evidence. Cell phone recording would work nicely!
If going through the official channels with a complaint that you're being bullied at work doesn't help, you should probably seriously consider finding a job with another employer. If they are that ambivalent (unwilling to get involved) about the well-being of their employees in this area, they are probably going to be the same way about other things and (if you have a choice) they're not the kind of people you should really want to work for anyway.
That's if you have a choice and you can actually get another job and it doesn't completely disrupt your life. If you can't do that I still would not recommend direct confrontation even if you don't think things will get physical. Direct confrontation of a bully is just a bad idea (IMO). The only people who should be doing it are higher ups and even they could be risking their safety or even their job by doing so.
Ideally, maybe you could smooth things over by trying to get to know the person and letting them know you're not their enemy. This rarely works for bullies but it might be worth a shot if you're in a bind and have no other solution.