Probably too late to reply in any useful way here, but I second Contravene. If it's hard for them, it might not be such a bad idea to go along with what they're asking, or at least find a compromise. Since they know you're transitioning and haven't taken it very badly, they almost certainly know that at some point you wouldn't pass as a girl very well even if you dressed up, and hence they know that they can't keep asking this of you. I think giving them the time to process all of what's going on is important. I don't imagine it's any easier on your parents than it is on you.
On the other hand, I also completely understand how difficult this is for you. Not yet transitioning myself, but a couple of weeks ago I had to go to a dear friend's engagement party. All-girls event, had to wear make up, a dress, heels, do my hair, all of that. And I must say that was the most awkward, uncomfortable thing ever. I was completely stressed out for the whole day leading up to the event, but I went to make my friend happy (that group of my friends aren't aware of what I'm currently going through so it wouldn't have made sense for me to excuse myself without going into a long explication of why I can't be there). Not fun, but sometimes necessary. But then again, you're out to your parents; though are you out to everyone else that's going to be there? Maybe they're not ready for everyone else to know too? Find out why they want you to dress up, their reason might be reasonable?
Oh, and I have two upcoming weddings I absolutely have to be at. As a dressed up girl. Fun.
But really, if your parents are supportive and are just having a hard time, I don't think you should push it with them.