Have you tried staying in the room, not just walking straight out, and gradually move a bit closer to the door? Gives him the security that you are there and not just 'disappearing' out the door.
I do this with DD, I never used to as I'd just put her to bed and she would go to sleep pretty much straight away. But then she started getting a bit difficult to put to bed, so I stay next to her cot, maybe let her hold one of my fingers, and gradually move closer to the door. It helps that when she goes off to sleep she likes to cover her eyes with her hands, so once she starts doing that I start moving away from her.