I've used two methods I learned on another forum:
1. Shake head slightly as though clearing water from ears, look back at offender, and say, "I'm sorry, I must have heard you wrong. Did you just say...?"
2. Confused/aghast look followed by pity, and "You must be so embarrassed to have said that!" in a sympathetic tone.
A "hollow laugh" is kinda like a golf clap - just "ha ha" without any energy or mirth behind it. Another good one is the tight smile - closed lips, barely turned up at corners, does not reach eyes.
For the "Icy Glare of Death," imagine that you are the mythical creature Medusa and you are going to turn the person to stone with your look. (In my house, this is known as the Medusa Look, and is rated - oh, that's a quarter Medusa, etc.)
The "bless your heart" look is the tight smile plus a sort of pitying look (OK, I went and checked in the mirror - it's the tight smile plus a slightly furrowed brow).