I usually just laugh off jokes, my own father has said worse things. Such as when I was 8 years old I turned vegetarian since he kept saying “I’ll cook your rabbit in a stew!” If it persists just tell them to consider your feelings.(:
Just ignore them. Don’t give them any fuel to add to the fire. There probably just looking for a reaction from you. Sometimes there is just nothing you can do, and you have to just remind yourself that what your doing is more important then their words.