My coworker (same level as me) checks in with me like every day on tasks to see where I’m at and make sure I have progress. How to tell him off?

It’s extremely annoying. We get emails every morning with questions from clients and we have to answer them, but I stay on top of them and make sure I don’t miss them. Anyway he like micromanaged me and asks if I see them like all the time! I get my work done so it’s frustrating. My boss also told me that if I have questions not to ask him and instead relay them to other members on the team instead. I’m tired of answering him but I feel like if I don’t he’ll like text me and act all concerned if I ignore him.
My coworker (same level as me) checks in with me like every day on tasks to see where I’m at and make sure I have progress. How to tell him off?
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