Some cities have classes for co-parenting available. If you could get the judge to order that, or perhaps some court-ordered parental counseling, maybe he could be convinced by a third party that this is bad for his children. (It will have to be for BOTH of you, though. But, you can sit through it for the purpose of getting HIM there.)
A class or counselor will teach that one of the cardinal rules of divorced parenting is to shield the kids from your dating relationships until it's clear that someone is going to stick around for a long time. Also, when a parent is limited to two weekends a month and a weekly evening, it shouldn't be shared with new girlfriends. There are plenty of other days of the week for dating. However, unless your ex agrees, there is probably not much that the judge will do about that. You may be able to get a restriction from having anyone sleepover while the kids are there, unless they get married.
I have heard of judges ordering that any girlfriends/boyfriends must first pass a background check before being with the children, and that is too costly and embarrassing to inflict on short-term honeys, assuming they are still around long enough for the results to come back!
If you are honest with yourself, you'll probably realize that the thing that is troubling you isn't that his girlfriends know where you live (a simple google search can give them your address). It must feel awkward and humiliating to have him bring a girlfriend with him to pick up your children. You may have legitimate concerns about how your children will be affected by even meeting girlfriends, much less sharing their visitation time with them. the tricky thing is approaching this topic without coming off as jealous. He probably did this just to push your buttons, so don't make it fun for him, and remember that your children will get the fallout.
Let us know how things play out. Divorce stinks for everyone involved, doesn't it?