Schadenfreude. Ever heard of it? It’s when people find laughter in other’s dismay. I get it myself, and I love bothering people in small ways just to see their annoyance. I know when I go too far though. Just letting you know, we strive to get you annoyed and bothered, that’s what encourages us.

I would say ignore, but that would make us press harder, so instead act like nothing is happening but acknowledge the person.
When someone wants to annoy me to get a laugh, I turn to them and have a conversation with them. The more they bother me, the more normal I act. (S means someone and M means me):

S: *poking me*
M: Ah, hey S! Did you hear the latest news on *insert game/cartoon/etc)*
S: *poking*
M: A new season is coming out for it, I heard it has new characters. Wanna see the trailer later with me? Just asking, since I know you like it.
S: *hesitant poking*
M: No? Whatever you want, man. So how are you doing?
S: *slower poking* Uh fine
M: I heard you were sick yesterday, was that rumor true?
S: *stops poking* …no I wasn’t. Nice seeing ya, gotta go.

Eventually they feel awkward for doing what they’re doing and stop. Works like a charm.