how to deal with an idiot at gym without a fight

yea thats a good attitude. there really shouldn't be a reason to fight unless you ever need it in self defense which isnt necessary here.
kinda concerned about all these "man up" suggestions I don't really see how these are helpful. no need to adhere to the principal of solving one's own problems when asking for help will likely make things 10x easier for everyone. No need for pride.

so usually just reporting is easiest if simple nice asking doesnt work.

 

Inform the management and tell them to handle it, and threaten to leave the gym because of bullying and going to local newspapers about it (saying they approve fat shaming etc.). You don't even need proof and media will lap up your story. (Ofc you aren't gonna do anything stupid like that, just let them have a hint, and they will do the right thing and talk to them.)

 

He is a bully. His gf seems like a dumb women too.
Body langauge and the way you stare should convey strength and "don't f*ck with me". Work on it as there are plenty of people like them.

Other option is to ignore them or try exercising other times when they are not there.

On a spiritual level, you are both equally guilty.
You co-created this situation.