British English has many phrases for taking a joke and returning it.
To rib someone: To tease someone in a friendly way.
To give as good as one gets: To answer teasing with teasing of the same strength.
To rise to the bait: To react angrily to teasing, which usually brings more of it.
Can dish it out but can’t take it: Said of someone who teases others but is hurt when teased.
Thin-skinned: Too easily offended.
Only joking: Said after a remark that went a little too far.