If you enjoy the attention, show your appreciation by saying thank you. If you don’t, tell him you’re not interested. Really, it’s no different than a married man dealing with a woman who is flirting with him. He can encourage it or politely let her know that he is not interested.
One thing to keep in mind though. There are guys who are specifically into men who dress like women. My guess is, they perceive that a guy will dress as a woman for sexual reasons and because of this, the guys who dress are more apt to "play" than random women or random guys who don’t dress. The guy Diane Taylor described seems to fall into this category - I don't imagine he behaves like this with every GG he sees, especially with his wife and children nearby. I saw evidence of this when my SO and I used to go to trans/alt clubs. As soon as the "admirers" (the male patrons) figured out I was a GG, they’d make their excuses and walk away. lol
