What he said was impolite. You don't need to be polite, or rather, you can be polite, but you don't need to be gentle or care how that person will feel.
You don't say where in the world you are, but if you are in a developed country, you might be able to bring this to HR (after all, he is a colleague.)
These people are bullies and harassers. They know you have certain religious beliefs and still they bully you.
So you have to be firm. You need to confront them and tell them, "do not talk to me like that again."
Don't show them you are upset. Show them that you are angry. Angry doesn't mean being belligerent or out of control.
Anger, righteous anger, is a valid, civilized emotion.
So, simply tell them, "do not talk to me like that again."
And leave it at that. You don't need to explain anything to them, nor you need to hear their explanations or accept fake apologies.
Be ready to hear them saying "don't take it like that, don't be like that"
.
Be ready to retort, "I'm not here to negotiate or hear apologies. I am here to tell you to never talk to me like this again."
And if they insist, then retort as follows: "You act like the type of person who does not take 'no' for an answer, for whom 'no' means 'yes' when violating people's dignity. I will keep that in mind."
Then walk away. Don't stay to discuss or be dragged into a discussion. You set the terms of your own respect. You set your reasonable boundaries, and no one else gets to redefine them for you.
If you want to stop this behavior, you have to be cold, brutal, firm and to the point.
Mind you, the fault is also yours for never stopping this from day one. It has now grown into a situation where you need to escalate and stop this cold turkey. If this had been stopped from the get-go, this situation wouldn't exist. I'm not attacking you, I'm simply explaining the situation you are in.
Understand also that you will likely burn bridges and these colleagues will not be friendly anymore.
To me, I am more than willing, ready and happy to burn bridges with a nuke when someone disrespects me that way.
For you, you need to decide if you are ok and willing to live with it, to torch them bridges.
But you cannot be friendly with people who disrespect you and don't listen to you.
Either these people will wake up and learn to respect you (and be friends)... or they will not (either will keep disrespecting you or will "respect you" by excluding you.)
Either way, it's better to know ugly truths than to hide them under fake friendship and familiarity.
Good luck.
PS. Remember this. You and your dignity comes first. Everybody else comes second (even our own relatives), with co-workers coming a long distant second, or even third place.