Bullying has become a very sensitive subject more recently. People are quick to judge if something goes wrong. Years ago, if someone came up to me and said that John Smith was making fun of me and making crying noises I would have said get a pair of big ones! In today's culture an investigation has to take place if someone makes an accusation of bullying. This definitely fits the workplace violence policy. NOW, does it really fit the "bullying" category? I don't know.
Without an investigation, I really can't say for sure.
What I do know is that bullies are looking for attention and reaction. They are trying to take your energy. This "bully" is probably bored, and messing with you passes the time. He knows he will get a reaction from you. I agree with toonertoo. Another reality is that this will not be your first encounter with this type of person. Are you going to always be looking to someone else to protect you or provide a bubble for you to work in? You need to develop the social skills to interact with all types of people. Unfortunately, you will cross paths with many people like this. The key is to understand how to maneuver through the mud and muck without veering off the road.
To be very blunt, your example of making "crying noises" paints a very unflattering picture of you in my mind. I would be more focused on getting my job done than having any concern about some immature person mocking me with crying noises.
As a manager, if I found that there were no witnesses to this "bullying", I would set up a meeting with both of you and my HR rep and review the Workplace Violence Policy. I would probably include the shop steward. I would let you both know there would be zero tolerance to this childish behavior. I would probably moderate some controlled discussion and be looking for "tells" (body language - verbal and nonverbal signals) from the both of you. This would give me some insight as to how serious a situation this is and what direction to go to monitor and diffuse further issues.
Both of you would be on notice and further problems would be followed up with the appropriate disciplinary action. If this guy has a pattern of doing this, he will have another issue with another person and progressive discipline will follow.