"No, not this one!"
Translation:Nein, nicht dieser!
"Nein, nicht diesem" is correct, too.
Without context, i.e. without knowing what "this one" refers to, all genders and cases are possible and should be accepted as correct. Plural would normally not be possible, though, because the English sentence says "this one" and not "these" (although there might be words that are used in the singular in English and translate as plural in German).