If my opponent targets my Irelia with Falling Star (twice), does he have to pay double Deflect?
Yes, your opponent must pay the Deflect cost twice if both instances of damage from Falling Star target your Irelia.
According to Rule 809.1.c, the Deflect keyword functions as a mandatory additional cost that must be paid "for each time they choose me." Because Falling Star contains two separate instructions to "Deal 3 to a unit," it technically chooses (targets) a unit twice if the controller selects your Irelia for both instances.
As confirmed by RiftJudge FAQs (including #9907 and #5107), since Deflect is a mandatory additional cost required to finalize playing the card, your opponent must pay the Deflect cost for every individual targeting instance. If your Irelia has Deflect 2, for example, your opponent would need to pay 4 total Power in Deflect costs to target her with both instances of Falling Star.