It's difficult isn't it! these little ones can easily become 'spoiled'
I would just persevere and eventually he should realise that he is not going to get his own way..they are like human babies really..they need routine..break that routine and you are back to square one again!...I would LOVE my pixie to sleep with me..but its just not safe for her..she's tiny...she could fall off the bed in the night..or my over six foot hubby could roll on her in the night! the first night she came home with us i put her in her crate and i have stuck with it...if i cannot watch her..especially if i'm vacuuming the house etc..she goes in her crate..for her own safety...she rarely makes a fuss now because she's used to it...but i know if i didn't stick with it all my training would be a waste of time and she would probably be screeching everytime i put her in there!
Good luck with this and let us know how you get on..others may have better advice than i am able to give!