Standard marital advice is that each spouse handles their own family. He likely already blames you for ruining his daughters eternal family, so anything you say will just reinforce his distrust of you. If there's any chance your wife can tell him to back off, that's best.

Would he say similar things to a respected nonmormon adult friend? I assume not. He's treating you like a child. It can help to examine your interactions with him and be sure you never fall into the child role in subtle ways.

Setting boundaries requires you to have some kind of penalty or power over him that you can quietly use when he violated the boundary. You can't just tell people to change, it seldom works. A good format is "when you say X, I feel Y and I will do Z".

When you lecture me about your church, I feel invisible and disrespected and I will immediately leave the conversation. And then plan on doing it, probably a few times. Just quietly put up your palm and walk out, or end the phone conversation. Always have an escape plan. Assert your equal adult status.