My parents and especially my grandfather wanted me to wear pullovers also when the other girls already wore long sleeved t-shirts (I wasn't too hot, but I would have been ok also with t-shirt). And they insisted that I wore long winter jackets in winter, though sometimes I could persuade them that a shorter one was fine.
I'm sorry your parents are so strict. Also telling them that you're too hot inside school (though maybe you aren't) doesn't work?
About your schoolmates, maybe try to answer with some irony, as someone else suggested, but if they don't stop, make them notice that they shouldn't care about what you wear (it's not easy, but sometimes it's necessary to do so). But if the first method works I think it would be better.