Really simple answer : tell her exactly what you told us.
I've been in this situation : has a woman in a man world, I get tease a lot and most people don't understand that some time, they are actually hurting us.
I had a coworker that teased me more than he should have. We were really good friends and just like you, I didn't want to be a kill-joy so I kept my mouth shut for a while, but then it became too much.
I just asked him to have a talk in private, and explain to him how too much teasing was affecting me. He understood and the excessive teasing stopped immediately.
I don't think this woman wants to hurt you, so if you tell her how she is affecting your professional life, I'm pretty sure she will understand and be sorry of what she did. If you don't have the courage to talk to her directly, write her a email. I every case, be prepared : explain calmly and prepare your arguments. Try not being agressive or accuse her : try the good old trick of using the "I" instead of "you" (i.e. "I fell bad when you .." instead of "You make me feel bad..."). This is way easier for the person to not feel attacked when you talk this way.
If she don't stop and don't care, then the next step is talking to your manager/boss about the situation. If a situation is affecting your work and that you tried to solved it and it didn't work, then your manager needs to know and needs to help you fix it.
Update
I made a false assumption that the person teasing you was one woman, when your post states "colleagues", meaning the people teasing you can be one or many man/woman. My advice to you stay the same. I case the teasing came from multiple people, try to find the one that speaks the louder or the one that tease you more often and have the habit of starting the teasing. Chances are, when this person stops, the others will too.