Consiglio: Request: How to shut down someone who is rude to you and then when you call them out on it, they say, “Oh it’s just a joke, chill out”

This is for when dealing with other adults. I'd appreciate both a polite response and a response to say when it's just the two of us. I feel like if I'm too harsh when other people are around, then I look bad, like I am overreacting, which validates their “chill out”. If it matters, I'm a woman and this usually happens when talking to a man.

I've tried telling them that's not funny, and that they're being rude and just trying to pretend that they're joking when they know that they were being rude. They usually just keep insisting that they're joking and I have no sense of humor. It ends up turning into a argument about what makes a joke when the real issue is that they say rude things. I know an option is to stop talking to them, but many times I can't avoid it and I also want them to know why I don't want to talk to them. I'm also trying to not lower myself to their level and turn this into a middle school thing because that only makes me look just as bad and that's also not the way I am.

Tldr: Looking for a quick response to point out rude comments without any further argument over semantics, and make them stop.