Yeah, that was annoying, sorry you are dealing with it...
Like Moni, I used humor when gentle reminders didn't work. In a group, especially, when somebody would refer to me as 'he', I would use the wrong pronoun on them, like if a male friend said something like 'he came over to my place before dinner', and I would turn to the person they were talking to and say 'yeah, but she was already eating'...
Sometimes showing someone how weird it feels to be referred to as the opposite gender causes a light to come on, and they 'get it'..