How to deal with fellow grad students who want to copy assignments?
Sometimes, as in your case, you want to protect your best interests without burning any bridges. That's understandable, as I assume some regions have a much higher culture of cheating than others. For example, I know of one nation where people used to hire proxies to take their exams. In this case, I assume you've already participated at some point, so the long-term goal is to protect yourself and wash your hands.
Make an excuse about how you haven't completed your assignment yet. You can easily extend this to the due date and claim you were working on it all night the day it is due. Any other excuses like not starting, and so on, while you have, to hide the fact that you've done so.
This also protects you from being further involved in academic dishonesty without making you look bad to your classmates. Your end goal should be to cover yourself, and lying about not being able to share your work is a significantly better endgame than being caught in a cheating ring.
As to reporting the academic dishonesty, I hate to say it, but I probably would not do so at this point. You're implicated, and if it's a small class, it'd be easy to track back to you.
The issue of peer pressure should be taken head on. I prefer not to tell white lies about last minute work. Answer honestly by starting with a simple statement "honestly, I really don't like sharing my work until after it is graded. I guess I am just very private about this sort of thing. Sorry, hope it doesn't offend you. I hope you can understand, I'm just like this."
If your classmates are reasonable adults, they will respect your preference. If they proceed to publicly ostracize you, give a retort along the lines of "In this day and age, we are supposed to be tolerant of each other. Your attitude is childish and distasteful."
Please stay away from being vocally judgemental towards these grad students. Instead, be a role model.
Moreover, in that in most graduate programs, there is a camaraderie that build while you are taking classes and before qualifying exams. Make clear that you are willing to work together with others in solving difficult problems. Alternatively, if you are way ahead in this particular subject, hold informal review sessions to help other grad students solve their learning issues. These two ideas will make clear you are a helpful person, and if they are just lazy, you won't need to do anything.
Eventually, there might be a course that you find difficult and need help. Then, you can lean on your peers. Alternatively, when you start performing research, there will also be tasks (paper writing? coding? math? oral presentation preparation? moving apartments?) that you will need help with. You will need your peers, so help those who help themselves (and maybe you too). As an added bonus, nothing helps learning like teaching at a black board before your peers.
As for grades, IMHO you can forget about those. You're already in grad school.
This may be seen as a facetious answer, but why not give them some answers that are subtly wrong; have non obvious errors. After a couple of times they will see that the answers are not getting them the results that they want and will stop asking.