Beandip. Or, give them an odd/funny look as though they've just said the inappropriate thing (like, you know, what they've actually just said) before beandipping.
I can't stand this sort of thing either. It's just inappropriate, no matter what the reason for doing it is. A lot of topics somehow generate more unsolicited advice than others, and health is unfortunately one of them. Weight loss and pregnancy in particular.
I was caught in a rainstorm the other day while walking home, and got completely and utterly drenched. It was as though I'd jumped in a swimming pool, fully clothed, and done a few laps. So there I was, running to get out of the wet, and ended up standing in the elevator to get up to my floor while looking like a pathetic drowned rat.
There was another person in the elevator. After seeing my rather unusual state, I was told, "You should bring an umbrella next time you go out."
I was very tempted to say, "Oh, really? An umbrella, you say? Wow, I never thought of that! I saw the rain and just decided to go out without one! It's sitting at home all these years and I just didn't know what it was for at all! But now I'll be fine because I know to bring an umbrella when it's raining! Oh, thank whatever gods may be that you have given me this wonderful pearl of wisdom! Bring an umbrella! Huh! Who'd have thought? Certainly not me! The whole time I was getting rained on, it never crossed my mind!" etc. ad nauseam. I'm not normally tempted to be this sarcastic, but I was in a bit of a state and not very tolerant of stupid statements.
At any rate, I didn't say anything except "Mmm," while raising an eyebrow all the way up.