I think you should tell them that you feel disrespected when they say (xyz) and that it is NOT OK to say that to you anymore.  
In the future if it continues, you will be removing yourself from the situation/conversation. 

Start with how you feel, “I feel disrespected when you say …..”
Rather than “don’t say that to me” or some other  directive. 
We teach people how to treat us by what we allow to continue. 
Set a boundary and don’t allow it to continue.

Roast them and call them disappointments that’s what I would want to do

I think it’s my adhd but I really struggle to hold in a reaction to even the most petty insults . Any tips or  experiences please share ….

How should I react when my family disrespects me ?

Mais ce n’est peut-être pas la bonne solution car cela ne règlerait en rien le problème