Yes, that's what I did, express discomfort and they backed down. But that put me basically outside of those circles, since close friends would tease each other

Yes, that's what I did, express discomfort and they backed down. But that put me basically outside of those circles, since close friends would tease each other as a sign of familiarity. If you indicate you don't like that and want people to be polite with you, it creates distance. That's basically what politeness is, walls and emotional distance.