Sex during menstrual cycle can be much more pleasurable and enjoyable than normal sex. Try making him understand that menstrual material is sterile and penetration will be more smooth. Also, you will also be free from possible pregnancy. Sex during periods is a great way to reduce period cramps and eliminates uneasiness of pelvic congestion. If all your efforts have gone futile, then I would suggest be open and ask him if he can fullfill your desire. Even if it is a little forced, what if he actually falls in love with it after experiencing it once.