Just wanted to post (although I see this is resolved) b/c I grew up in France.
The question of showing up unannounced is cultural. It's OK according some places' etiquettes but not others. Etiquette is not universal. In France it's more normal to knock on a door unannounced, more so in rural areas but it's always more normal than it is in the U.S. French etiquette also dictates that if you invite someone into your house you should offer them something, if only a drink of water, which is not something American etiquette requires. It's also expected that you kiss on both cheeks as a greeting, even if you have only just met, which is definitely not the thing to do in the U.S.! But, as someone pointed out, this guy is not in France anymore.
This guy is clearly also pushing himself into the life of someone who doesn't want him in their life, so dealing with it on that basis is right. It's never anyone's responsibility to be your friend unless they want to be. Incidentally French etiquette is pretty big on giving people their space, not being "overly familiar," and not putting your nose in other people's business, so there are certainly issues with this guy beyond culture clash. Some of the stuff he's said to you (are you mad at me? etc, when you don't have all that much of a relationship) would be even *more* inappropriate in France.