I disagree with waiting until the grades come back. It will hurt your other classes as well if he continues to pick on you and grill you, since you'll be generally more stressed and will feel like you need to spend an inordinate amount of time on his class. I say go to the dean with this immediately, and if the dean is unwilling to help, go to the university administration as a whole. 1L is difficult enough without having to deal with a prof who wants to pick on you, let alone sexual harrassment.
I'm torn about whether to suggest going to lunch with him, because while it might either give you more evidence of sexual harrassment or prove his motive is something else, it is bound to be uncomfortable and the way rumor mills work in law school, I doubt it's worth it just to get a little more evidence.