What can I do about being stalked but it’s not bad enough to report to the police?

There’s a guy I have seen around my city multiple times by now, and I live in a huge city. The first encounter he saw me walking the opposite direction and followed me, came up to me and introduced himself and was persistent about getting my number. But I declined politely. Saw him again walking opposite directions few weeks later, he turned around and followed me a few blocks pretending to be on his phone. Another time he saw me and turned around but didn’t follow me. THEN, months later I’m in a department store and he walks in and starts chatting with my sales associate and knows her! And I was visibly uncomfortable and didn’t really participate in any conversation. I told her about it, she says he’s harmless but idk…then I saw him again last night in Walgreens and I was walking down an aisle, he saw me and then followed me straight out of the store and came up to me saying “excuse me!” And I just said I’m busy and can’t talk. I swear he had a freaking basket of items he didn’t even pay for when he walked out of the store. What is up with this guy? This behavior is really creepy. I’m clearly not engaging with him and I’m not sure if he’s really unable to read my cues.

What can I do about being stalked but it’s not bad enough to report to the police?
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