Chinese are really quite insensitive about fat. I have a friend OF SIZE who was constantly approached at our health club by 95 pound Chinese women who would recommend diets to her.
I told her she should scream at them, "I'm fat??? Gosh, I never knew."
If they don't "get" our culture enough to know that they're committing sort of a social faux pas, they're unlikely to "get" sarcasm either. JMHO.