If I were you, I'd take comfort in that you look so very over-the-top wrapped that it is almost amusing? I'd go with rolling my eyes if anyone seems to be looking at you and muttering "Parents!" or something just loud enough to be heard

It's just layers of clothing? It's not "You". Just about everyone's parents have some quirk that embarrasses them?
But I feel for you; my stepmother made a lot of my clothes (including a faux "fur" hat that was an odd shape and shed horribly) still when I was in high school and they weren't exactly fashionable so I know that awkward feeling that I didn't fit in. If one is sensitive in the first place, additional burdens of seemingly "wrong" clothes or schedules (one of my girlfriends in high school was required by her mother to go home immediately and take a nap every afternoon!) or any other way we feel we "stick out" can be challenging.
Maybe you can use it to your advantage? If someone looks too long at you while you're undressing, you could give a laugh and ask them if they need a coat, you have extra?

One of my favorite sayings that I still use is, "You're the right size, it's the pants that don't fit!" It's not you who are insisting on all the coats, it's your parents; don't take on the burden of their mistaken beliefs. They love you, they want you to stay well; just think fondly of them, shake your head and shed the coats :-)