I grew up in a teasing family too and got the brunt of it being the "baby". Sometimes it is just too much and it doesn't matter that they are "teasing," it hurts! Maybe you could think of a couple of "sophisticated" things to say when people start in and you're not in the mood for it; like, "I know you think you are just teasing, but it is hurting (or not fun for) me, and I would like you to stop." It would be great if you could say something that would get them to truly think about what they are doing/saying and how inappropriate it may be.

For a long time I was very sarcastic and a "teaser" as a result of learning it from my stepmother and brother. It took a lot of therapy to get so I didn't automatically react in ways that could be hurtful to others without even knowing it. I think your family may not realize what they are saying and its impact (they are thinking of their individual selves, for example, and not seeing that they are "ganging up" just as you say). If you can learn to stay serious (instead of "hurt") and give them a bit of anger at their thoughtlessness and get up and "leave" or something that might make them uncomfortable enough so they look at what happened and their part in it. Part of getting teased is that one is "teasable" and if one takes that away from the others, stands up for one's self, the teasing goes away.