this "I do challenge other things she says, but I've struggled to address the 'jokey' insult for some reason." really resonates with me. You lose so much face in our culture if you 'can't take a joke' - (I've noticed this now I live elsewhere, where people are less interested in sense of humour as a prestige thing) - and that's why the 'it's only a joke/gawd you humourless feminists can't take a joke!' is such an infuriating response.
I can see why you'd not want to engage, frankly. But that's where disingenuous/overt and obvious reactions can be fun. like, you can either go "I don't get it? (wide eyed) Don't you think girls are good at throwing?" if you're in the mood for being infuriatingly disingenuous, or you can use "HARR HARRDY HARRR! It's so funny because GIRLS ARE RUBBISH! I used to be a girl and I KNOW HOW RUBBISH THEY ARE! THAT'S SO FUNNY! HAAARR HARR!" because often calling out the implied assumptions make people embarrassed at what they're actually saying.