If you don't set ground rules from the get go when you come out, you're gonna end up with some responses you're not fond of, as you've already found out. I'd suggest doing that the next time you have a group session. For example:
1) I want to be refered to as Jace and I would appreciate if you'd all use male pronouns. He, him, his.
2) I'm coming out to you all in confidence that you can respect my wishes and keep this to yourselves. At the moment I dont want everyone aware of my transition.
Not everyone instinctively knows how to treat you. Especially when so many people come out as transgender and feel the need to tell the entire world, the reaction you got was common and expected. It's already difficult for people to completely change the way they refer to you if they've known you a different way beforehand, and you seem to be asking them to be doing both depending on the situation.