I am not a parent but when I was a child I was teased for the same reason. Of course now I would not react to it but beck then I did. And it sue did leave some marks. Still not sure which method is the best for dealing with it, for there are several (as suggested by other posts).
One of the consequences of this is that you tend to get too sensitive so even when the teasing is meant to be light hearted, you get all defensive about it and for no reason.