Honestly I wouldn't do anything.
Don't get me wrong, what he's doing is both disrespectful and a pain in the ass, but at least right now he's a known quantity, and unless you are having ladies over every other day its probably a fairly inconsistent nuissance.
If the guy can't keep his mouth shut to the lady in question on the spot its probably fairly safe to assume he's already blabbed to others people in your building (not knowing your building and how big the front desk is, but maybe his partner, or the guy who switches him out, his supervisor, maybe another tenant he's buddies with...ect), so really the damage there is probably done.
If he's going to be that brazen about doing what he's doing he probably doesn't really care about his job either, so he's got very little to lose. While he may get fired if you complain, its more likely he'll get a reprimand as unless anyone can prove he explicity stated his intentions it'll probably be a one strike and your out the door. If he hasn't already said anything to his boss or others, you can be damned sure he's going to point out to anyone that will listen to him that the guy in ______ is paying for sex.... except it will come out more like "that guy HAS to pay for sex, what a loser". Maybe next time you have company he's make a point of saying something like "let me ESCORT (shouted) you to the elevator so you can go up and see Mr. _____________ (shouted). Suddenly a fairly known quantity is an embarassed and pissed off guy with a chip on his shoulder, and you don't really know what he's capable of... maybe he hands out flyers about you if he gets canned?
I'm not saying that you should live in fear of this guy, but really IMO the worst of the damage is done. If he starts pushing it futher, then yeah, you've kinda got nothing to lose at that point, but in the mean time outcalls are legal and he's just a nuissance.
Alternatively, I'd buddy up to him, fess up and say the ladies are complaining and you don't want to be blacklisted cause he knows how hot these girls are. If you're not threatening him and treating him like a dude and not an underling (and you just know most concierges probably think condo people are self entitled dicks) he'll feel like he's the boss a bit and probably feel like he's doing you a favour.