What you want to do is lead them to an area where you have cover, but there's also an open area nearby. Like when I was in Dawnstar and fighting a dragon in town he just kept flying or landing on buildings, but then I ran over into the open spot near where the Khajiit caravans are and the Dragons landed pretty quickly.
This, to the nth degree. As soon as he figures out he can't hit you, he'll come in closer. You just have to be patient and let him figure
it out, while you're dodging breath attacks.