If someone keeps “joking” about something you’ve asked them to drop, it isn’t a joke anymore.

Once something has been raised and the joke carries on, the joke is doing a different job. The humour is cover, and the work is being done by the repetition: you said it bothered you, and it is still happening, which tells you how much your asking counted. The laughing also makes it hard to mention again, because objecting now looks like having no sense of humour.

Name it once, plainly, without the smile: I asked you to stop and I meant it. No debate about whether it was funny. Then watch what happens, because that answers the question.