I hear you. No one really likes to be joked around but in fact if close friends joke about you it may give you an insight of yourself better how you are being percieved by others around you.
You laugh and then change. Makes a better or happy person out of you.
For example, I have been made fun of being perfectionist and very punctual to fulfill my promise on time … If I said 1:30 PM, I was done by 1:25 PM. With some people around me pointing out that in jokes, I am relaxed and nothing bad happened. 