They are AMOG'ing you! The power of it is that it's a joke, so you get confused as to how to respond - you don't want to look like the guy who can't take a joke, but underneath it just feels wrong somehow (like the joke's on you). That's because the joke IS on you - they are lowering your value to raise theirs, showing the chicks THEY are the alpha in the group.
You need to respond to it by busting them even harder. It is better if it's funny, but if you don't have anything right there then an outright diss is better than nothing (they don't have to be in on the joke, but its better if you and the chick can at least smile about it). Just don't act mad because then you lose control, face and the ability to play your response off as "just a joke". If he complains, you turn it round on him that HE can't take a joke. There are some good generic one liners you can throw back at someone if you don't have a good response. Search mASF for "amog" or "amog tactics".
In front of chicks, you need to make sure YOU'RE the one coming out on top in these type of interactions with your "friends" (who are c0ckblockers by the way, and poor wingmen). If you just let the comments slide, it comes across the other guy "has the right" to say stuff to you and make you look stupid in front of strangers because he is "above" you in the social hierarchy.
Although it's a hassle you might prefer didn't exist, it's a useful skill to be able to handle this, because you will get challenges like this from AMOGs who aren't your friends when in a set, and also in other parts of your life.