I'm passionate about humour as a survival technique for students AND teachers! I teach students how to see humour in everyday situations. I think if one student is able to deal with a bully by laughing it is certainly worth the effort on my part.
I start my humour lessons with T. V. references. A lively discussion always happens over what show is funny, what characters are the funniest (please note that usually females are not nominated!) and why they are funny. After that discussion, I have the class talk about what makes them laugh and we discuss different types of humour.
Fortunately, I see the humour in most situations and truly cope with my problems by fantasizing about confronting bullies with fabulous come-backs to the hurtful things they say. Just as important as discussing funny lines is explaining to students that you don't actually SAY them out loud - especially if the bully is with his by-stander buddies!
Originally I taught humour in my grade eight health classes to empower the girls to be funny. In my first attempt, one of my female students met the challenge of telling a funny story about herself... and she just wanted to tell more stories! I doubt whether a bully would stand a chance with her newly discovered verbal creativity!
So... have you ever thought about actually "teaching" your students humour lessons?