I'm not going to indulge my husbands cuckold fantasies
Do you also have these fantasies?
No, I don't like doing it
I think it is good you are setting boundaries for sex. You should not have to be pressured into things against your will.
I don't want to be the good wife and have sex only when he wants me to.
I think talking with him might help him understand if the keeps trying to pressure you. There are other things like couples therapy where you can talk in a safe space about sex.