I have a hard time dealing with bullies also, it's just not in my nature, although I am getting better. It's hard to overcome the conditioning that says you must be nice all the time, even when others are not. Just practice a few phrases that will work in multiple situation, say them over and over until they come naturally, like "I appreciate your concern, but she is just fine (or I am fine)", then walk away. I also like "Oh really? Interesting." said in a tone that conveys you don't actually find it interesting at all.
Never feel you have to explain yourself, that just gives them ammunition, the less said the better, you will never win an argument with people like that.