Foxxy, defending her child is a mother's first duty. You did right to step in.
"Toughening him up" is kind of stupid as a defense, like slashing an open wound with a razor blade to "toughen it up." You might want to carry a hot cup of coffee at all times around these people and suggest that if they attempt to toughen up your son, you will attempt to toughen up their faces so that the NEXT time someone scalds them with hot coffee, it won't hurt as much. What they're trying to do is scar him, and scars only look tougher than healthy skin. THey aren't really.
HOWEVER, maybe you can play a teasing game with your son in order to get him used to the idea of teasing in a safe environment. Have him tease YOU about something you agree upon in advance. Show him your favorite chocolate bar or something like that, and have him joke that he ate your chocolate bar. You can then model for him how he could react to teasing, and he can experience the teasing from the safety of knwoing that a) it's not real, b) you're not going to be hurt by what he says, and c) he is COMPLETELY in control. If at any point in the game he becomes uncomfortable, you will stop it immediately.
Once he sees how you react calmly to that kind of teasing, he will be better able to deal with being on the receiving end because you will have modeled the behavior for him. He might never think it's fun, but he will understand that some people think it is and that some people also think it's funny to provoke a sad reaction in a child and therefore not to give it to them.