I know what you are talking about because I have the problem, too. Your reaction to them is part of the problem; if you get wound up you can't really blame them for keeping at it because winding you up is fun. Don't get wound up as becoming emotional severely hampers your ability to reason.
It is likely that when they see that their behaviour is not having the desired effect they will stop. Stay calm and use choice and sanctions to manage the situation.
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