Tell yourself you are better than those who are making fun of you. Dealing with being made fun of begins with self-esteem. If you feel good about yourself, no one can make you feel bad about yourself. Understand that many people who make fun of others are insecure about themselves. Don't let their issues affect you.
Write down a list of positive things about yourself and take those things to heart. Don't listen to the negatives someone has to say about you. Get familiar with yourself and the positive attributes you have.
Avoid contact with those making fun of you. Someone is either a friend or not. If possible, cut the person making fun of you out of your life. Don't worry about trying to defend yourself or talking to the person doing the teasing. Simply avoid that person. Trying to deal with someone making fun of you is only negative energy. You can't change what you can't control. Work on yourself. Don't try to work on someone else's insecurities and issues.