one of them said when I arrived “would it be really offensive to say XYZ now Rororoooo has arrived?” And started sniggering.
the answer to that, of course is (if it was offensive) is to say "it would be offensive even if I wansn't here, wouldn't it?"
I just felt a bit unfairly compared to a junior male colleague who has fit in like a glove because, yes, he is good socially but also he is joining a workplace of people exactly like him
more difficult. The answer here is to try to direct the comparisons to between you and people on your level. Or turn it so that yes, he has fit in well and you have been mentoring him to ensure the best possible start, and it has obviously worked.
Some women I work with mentioned that one of our male coworkers kept ordering them about when they started and that they had to have frank conversations about him not being their boss.
You have to clarify the chain-of-command with your own line manager. Make it clear that you are not about to be ordered around by anyone. If it persists refer them to your line manager: i have enough tasks, if you want me to help you, you have to check with X. And then ignore.
I've found the best way to handle this indirect and seemingly harmless everyday sexism at work is to undermine it sneakliy. I have a very visible (in short sleeves) feminist tattoo so my allegiences are visible to everyone. Occasionally a team member will try something a bit sexist, and then they look at me as if to challenge my complaint: I just say things like "are you waiting for my permission to push the sexist envelope? it's not mine to give"