So, if you were sensitive about a huge scar or birthmark on your face, would the guy constantly point it out and make comments about it? If you were depressed about, say, the recent death of your father, would this guy constantly remind you of it, even if you asked him to stop?
Make sure he knows that you are distressed when he comments about your parts. If he knows but keeps mentioning it, he's an ass who doesn't deserve friendship--in my opinion.
I guess another option is to pretend that it doesn't matter, but that's hard to do when you have genuine dysphoria and someone else is making it worse.