As the title says, here's a scenario :-
Person A does something foolish
B : Haha, what an idiot you are! (said jokingly)
A : Haha (Happily accept the insult)
Some minutes later, Person B does something foolish
A : Haha, what an idiot you are! (said jokingly)
B : (Triggered) Shut up, don't call me that!
NOTE : Both A and B are friends, not stranger or enemies
Best Answer
thin-skinned
Edit:
Not a single word you are looking for, but found a good expression for this:
He can dish it but he can't take it