You can fall back on the etiquette rule that a lady does not accept jewelry from a gentleman to whom she is neither engaged nor married, if you like.
Okay, maybe not.
I would mail them back to him (insured, of course) with a note that says something along the lines of, "Thank you so much for thinking of me, but I can't possibly accept these after the way I hurt your feelings the other day. I'm so sorry and I hope that you will find someone who deserves them more than I do. [That is, deserves them by returning his romantic feelings.]
I understand that you may not want to speak to me for a while. Please know that if you ever feel ready to resume our friendship, I'll be glad to hear from you again."
Unfortunately you may have to let go of this friendship for a while. I'm sorry about this - it's a hard situation to be in.