After looking over some of eBay's policy pages, 
here's my suggestion. (But since I've never dealt 
with the eBay support people myself I don't know 
how helpful they are in actuality.)

Point out to this bidder that retracting a bid 
because of changing your mind is not only an 
unacceptable reason for you, as a seller, but it 
is in violation of eBay's policy as well:

http://pages.ebay.com/help/buyerguid
e/bidding-retract.html

If they told you specifically that they were 
retracting their bid because they changed their 
mind, report them to eBay.

Restate to them that you no longer want them 
bidding on your auctions.  If they do so, you 
will cancel their bid and report them to eBay, 
since bidding after a seller asks you not to is 
in violation of eBay policy, and could result in 
account suspension:

http://pages.ebay.com/help/com
munity/investigates.html#bidding 
(see 'Persisting to bid on a seller's items...') 

Keep copies of all your emails will this person, 
and report them to eBay if they try anything.  

Pasiphae