Advisor interferes too much with my research
The basic issue is that your advisor is a micromanager, and if you have to submit the thesis shortly, it's unlikely you're going to get him to change his behavior in time to affect your thesis positively. 

Therefore, I think your best course of action depends on the relative "cost" of switching projects. If you are somewhere What you should do depends on the rules in place at your institution. If you are able to easily switch projects and restart your thesis in a new group under a different advisor, that may be the best possible outcome you can achieve. 

However, if you're at an institution like mine, where the topic, advisor, and timeline of the thesis have to be approved in advance, starting over may carry serious consequences. Rather than run the risk of not being able to complete your degree, I would recommend that you consider just "toughing it out" and putting up with your advisor for whatever time you have left. 

If you are determined to raise the issue, though, the best thing might be to indicate politely that you believe his supervision is making both of your jobs more complicated: you're not learning as much as you could if you were working independently, and he's not as productive as he could be if he weren't spending all of his time watching you work.