I immediately say that I consider the behavior inappropriate, and I do it in such a way that it is understood that one more incidence like that will terminate the relationship.
It is important to make that clear immediately. If you feel that you were so taken aback that you did not say anything at the time, you can still open the next meeting with a statement like: “Last time, when you did …., it made me feel …….. but I was too surprised to say something at the time. I would not be comfortable to continue to train you if that happens again.”
This gives the person a chance to reconsider his/her behavior, and he/she will know the consequences.
Whatever it was: if you are uncomfortable with it, you are under no obligation to put up with it.