How would you want to be told that you're "that guy"?

Maybe try engaging that annoying person after/before class and just chatting them up and letting them talk for a bit.

If that's not your speed - You could like look up his parent's divorce on your state/county's website and page through the documents until you find enough personal information out to really mess with him-- Then counter his 'anecdotes' with factual references:

Guy: "That reminds me of when we lived in Italy as a kid..."

You: "You lived with your mother in a rent controlled apartment while your deadbeat dad took his new wife to italy. I believe they brought you back some wine which...well that lead to your mom's drunk driving arrest and that's when you went to live with grandma."