Buy him no gift. When he tries to give you one, refuse it (firmly but politely) stating that you didn't get him one. Do not justify, argue, defend or explain.
And toss those prior gag gifts received post-haste. Burn, crush, bag, bury - one, all, or a combination.
What (if anything) is given is the decision of the giver. To accept, or not is the decision of the recipient.