How long have you been together?
Honestly it's awkward and uncomfortable but this seems like a rip-the-plaster-off scenario. So he doesn't have a key? You have two options.
Tell him straight (in the morning) that it's not working out and you'd like him to leave, or
Wait til he goes to 'do his washing' or whatever and then text saying it's not working out, then block.
Based on experience, be ready to call the police if it escalates - it doesn't have to turn violent, just if he refuses to leave or turns up at your door making a scene.
I've had blokes that latch on and won't let go, it isn't fun and they make you out to be the arsehole, but needs must.