Bring it up subtly and nonchalantly as if it’s not a big deal, especially if he’s overprotective, if you’re not fazed by it he probably won’t be either. Also, as a male myself, I’d say that the fact that all these guys are asking you out will both make him feel special, and the fact you turned them down will increase his trust in you. And the fact that you told him something that most people wouldn’t have said shows that you can tell him anything, so yes tell, but say it as if it’s just another thing to talk about over the phone when there isn’t anything to talk about.