I would say that if you are open and have no problem with who you are (as you seem to be based on your comment), maybe a good idea would be to talk to them directly and address the comments... If that doesn't work, then go to HR... But that's just me, at this point I have no problem in telling people about my sexuality, and I have always been a very direct person that can't keep her mouth shout (which isn't always the best of things). I have not been in a position like that at work, so I guess it depends on several things, starting on how "friendly" your workplace is...

If you don't have people to talk about this, I invite you to join GPSGAY and further discuss.

Good luck!