They are a bad cultural fit for you
Do you have a right to work in any company? Ideally yes, but in actual practice, it can get a little weird. I wish it were not so, but the fact is, "cultural fit" is a real thing which exists.
CRA of 1964 Title VII outlaws firing someone for bad cultural fit on the basis of race, color, national origin, gender or religion. Other laws outlaw it for age, sexual origin, gender identity, or disability. But that's about it.
You have the kind of "cultural fit" problem that is not protected. Same as if you were a black-tie IBM guy at Blizzard Entertainment. Health is the company's mission and your evident lifestyle does not map to that mission.
Several times, you have inadvertently "hung a lampshade on" what a misfit you are to the company's culture. Their questioning your eating is really them questioning what actually motivates you to work here instead of 1000 other places you could get a paycheck.
It is also an attempt to enroll you into the lifestyle, to see if you want to be part of the company culture. (it's ham-handed of course; humans are like that.) They're waiting to see if you've enrolled: if you start showing a passion for health, that will increase your social standing and prove this isn't just a paycheck to you.
I suppose you could try to turn this into a legal fight, but it'd be an uphill fight to say they discriminated against you by prodding you to eat healthy :)
Wise man said, "Do you really want to die on that hill? AKA "choose your fights carefully".
... which is odd because you say you want that
company looked amazing as they promote a healthy lifestyle in the workplace.
comments about how I'm ruining my "macros"... snide remarks... dump the Cheetos
What exactly were you imagining when you heard "promote a healthy lifestyle"?
You do realize: Bad eating habits are tough to break. It's not that different from an alcohol or smoking addiction, with some of the same underlying drives. They've helped each other break bad eating habits, and they know how tough it is. It's not done lightly or gently. Mutual support is what keeps them on their path.
You came here for exactly this kind of prodding. Here it is.
Part of their resentment is you're tempting them
Does a health nut want a Chee-to? Does a diabetic want a slice of chocolate cake? Oh, you betcha!
But they can't, and also keep their health lifestyle. We've had other questions on here about "I like to bring treats some coworkers can't [won't, for reasons] eat"... you're bringing snacks most coworkers can't eat.
If you want to be part of this lifestyle, participate
Really, this is a checkpoint: "Am I really up for this?"
If you want to improve your lifestyle but not if it means giving up your corn-sweetener sodas and carby fatty freezer-section food, then they are not a good cultural match and it's time to move on.
If you really want to use the shared culture of this company to improve your lifestyle, (again, this is what you said), then go all-in. In the future when they rib you, say "thanks for reminding me" or "I didn't know. What can you tell me?"
You don't need to eat boiled chicken or shakes, that's just lazy cooking on their parts. Spices are your friend, and add virtually no calories. And make the most of any food traditions from your home country. They're having boiled chicken, you're having blackened chicken - you can turn yourself into the envy of the breakroom.