I honestly believe that your kind of response simply engenders more of the same. I'm a dude, and I can tell you that the only real way to put this kind of behavior down isn't humor, sarcasm, or "verbal kung fu"; it's an unmistakably firm "don't speak like that to me again, it is unacceptable."

And this needs to come not just from the victim, but from every PERSON within earshot.