Insensitive people are inherently self-centered, you can't really change them since they already believe they are god's gift to earth.
The best thing to do is not take anything they say personally because they aren't even considering your feelings when they say it, in a way they are asking you to consider theirs.
I hope this doesn't come across as an excuse for their behavior, it is only an observation.
I completely understand that and in fact, now that the aggressiveness has left me, my only thought is "Why did I let this get under my skin?"
But the problem is that in a similar situtation where I am the one making insensitive statements, I will be an "idiot". :P