Best advice is to grin largely and switch conversation to a completely different topic that draws attention to themselves, not to you.
That's what I do, not related to horses but to myself. I work in a corporation, on a floor with bored, chunky bitchy ladies. After dissecting Lady Gaga's videos and everyone else's husband, they started picking on me for being underweight on a daily basis.
A normal discussion such as "I think my horse if fine, I am pleased with him and I wish you luck with yours too" does not always work. Same as my "I am fine, did blood tests, went to nutritionist, eat healthier than most of you" did not lead me to anything good either.
So try as I did, switch suddenly the conversation back to them. I tend to snap back 10 times meaner than the "agressor" so don't do like me , however:
"Oh, Ina, you're scarily skinny"
"You've got a mustache. Have you noticed? Looks cute on you though, I guess"
But again, I tend to be very mean in my counterattacks especially if the person picking on me is doing it out of boredom / snobbery / low self esteem. Don't do like me if you're shy or simply more polite.
"Your Arab has such a weird trot"
"Mhm probably. Where did you get your breeches from?"