Hi there,
I think it is a natural thing for people to feel annoyed when they feel they are being criticized. I use to have this problem,and in some ways I still do, but over the years I found some criticism can be helpful, such as what people refer to as "constructive criticism", It allowed me to open up my mind, listen, and then decide within myself if there were things that I should try changing, and if I personally would benefit in any way. This process required opening up my rock solid thick head, shutting up and listening

And there is nothing wrong if people or things annoy you, but if you start to find it often and increasing, it would be a healthy thing to seek professional mental health provider(s), they can help you, I know, I've been there, and I was also very ambivalent to suggestions/help.
I found out by opening one's mind and shutting up a little got me on a better route. This is my 2 cents and a wish that you seek help, life can be a beautiful place, though bittersweet at times, it is better than the alternative.
I was caught in this trap a few years ago, then finally got professional help and also worked at it, I mean working at getting better, finding a balance.
The effort is all well worth it, you just have to psych yourself up to make the first step forward.
Lots of love and luck to you, cotton.

DE