Hey man, I used to have the same problem. You can try a couple things:
If your friends are continuously making the jokes about you, try reversing it on them. Not saying shoot them down, but try to distribute the jokes more evenly so everyone in your group gets laughed at
If that doesn't work, then the problem may simply be the guys you hangout with. One of my old friends always used to make the jokes against me, and if I made a joke about him, he wouldn't laugh. He'd get a straight face and either tell me I'm not funny, or try to make another joke about me. I realized that it was b/c he wasn't comfortable being himself in public, so he had to make me look worse so he'd feel better.
Now I'm not even close to being a good PUA, but since I started hanging out with other people a lot more, my confidence is through the roof, and I'm somewhat of an alpha.
And lastly, stop making jokes on yourself just for a good laugh. You make yourself look foolish and it opens up so many opportunities for people to joke about you more.
Hope this helps