Even using fake names, I'm not sure how easy it is to remain truly anonymous in this day and age. And I've done a lot of things under pseudonyms where I realized later it would have been simpler if I'd just worked as the "real me." Building a good reputation is hard, and building several just gets complicated.
But I'm sure things feel very different from a female perspective. Sad but true.
In this case, the best response probably is no response. You don't want to give him anything to cling to in his mind, or any reason to think about you more than he already has. If other letters come, can you just have them stamped "return to sender?"
Is he in prison for a violent crime?