Best way to react?

Oo-oooh, no no no. No humbling but no being awkward either.
Ask outright but politely. Never ever give someone the upper hand by being 'ever so 'umble, even your boss.

As always, be professional and calm. Bullying managers are often insecure. Ask him if he saw your work and whether he can give you any feedback on it. Tell him you are struggling if you are, it shows humility. It might enable a better conversation. Keep him on the task by repeating yourself if he tries to change the subject. Tell him you want to improve but you'd like some mentoring. Be a bit humble. Hope this helps.

Does not died.

Ask a few polite questions about his manner then if no proper response, go further up the chain of command. Died he act like that with other employees?
If not, why does he pick on you?
Think about your attitude around him.
Is your homelife growing up, impacting your ability to separate a manager who has rules and likes them adhered to, from a bullying/overbearing father.

I agree about keeping notes of incidents and copies of any documentation,. If you have an HR department, once you have amassed enough material to evidence his bullying ways and if the situation doesn't get better, I would make an appointment to discuss it with them.

Keep a copy, might be useful if you need to prove things at some point in the future.

Just go along with his childishness. Did you question why he deleted your work ?