Maybe try, "Yeah, I don't want to talk about it. I get a lot of comments on my lunches and it makes me uncomfortable to have to explain myself. Let's talk about something else." Then say nothing until they come up with a new subject and enjoy the awkward silence as they realize they've offended you. If they say, "Oh, I'm really sorry, it's just that I thought it was so strange that blah blah blah" and proceed to try to explain themselves to you, interrupt them and firmly say, "Lucy. You are still talking about it. Let's move on, please." Get up and walk away if you have to.
I think you need to really make it clear to them. You've done all you can to try to get them to gently take a hint and it's not working. If it continues after you've plainly told them you don't want to talk about it, then they will have crossed the line from being nosy and possibly oblivious to straight up bullying you.
Keep a record of who says what and the dates. Also mark down the dates of when you notified each of these people that they were making you uncomfortable with their personal questions about your dietary choices. If they don't stop, you should definitely take this to HR to complain.
Actually, Lucy's comments on your weight alone and her questions about your medical history could be reported to HR immediately, as those are absolutely unacceptable topics of discussion that can create a hostile work environment.
It's absolutely nuts to me that you have not one, but several of these people in your office who are so extremely interested in your lunch that they regularly comment on it. I think silence/humorous rebuttals on your part would be far too kind a consequence for these people, and you shouldn't have to put yourself out any longer to accommodate their rudeness. Don't put up with it. It's work, not a social gathering with friends and acquaintances that you have to try to get along with.
Weeee, long post. Sorry for that.