Dealing with ex friends?

While I was in college I became really good friends with two people, just to make things easier the guys name is Josh and the girls name is Jess. I have known Josh for close to six years and I knew Jess for about a year before I started developing feelings for her. She was the one who took the initiative and told me how she felt and I let her know I felt the same way, although she just wanted a fwb relationship while I wanted more. Jess lead me on and long story short we are no longer friends. Josh on the other hand, while a good friend at first started getting jealous about everything, girls, grades etc and over the past few months I have cut him off as well. He kept bringing up Jess, and how I messed things up with her plus he let me know she was seeing someone else which made it q bit harder to move on which I have now. Josh and Jess are still good friends and even after I have made it clear I dont want to be friends with either of them, Josh keeps trying to find out what I am up to and I know its because Jess told him to. I have made it clear to them I don't want to be their friends so I don't know why they can't mind their own business or what I should do in this situation