Hmmm, that's a tough one... If I'm being called something because of teasing, as long as it's something vaguely relevant at the time, it's perfectly fine. All good with effeminate stuff, baby stuff, pet stuff or whatever pokemon stuff...
It's not especially common, but I'm not really fond of baby talk nonsense nicknames I guess? That's not really common though. When I was a Leafeon ages ago I didn't like being called a salad. Aside from that though, nothing really even comes to mind for a nickname I don't (begrudgingly) enjoy
