Gray rock can work, just be completely numb to everything they say, don't react at all, ignore them even, no matter how in your face they get. They're looking for a reaction. Especially if they're with their buddies, no matter how good of a "comeback" you give them, by even playing their game, you've already lost.

The other option is breaking noses, but as Nakoichi said, it has mixed results.

Don't try to be a martyr and act like a sponge for the bullies' attention, in order to "save others." It won't change a thing, the bullies will still bully others and you will end up with severe psychological trauma the rest of your life.

The point in any case is to show them that you aren't a worthwhile target to bully. It's an unfortunate fact about our schooling system in the west that bullies can thrive and receive no comeuppance. The administration isn't your friend in this matter. They'll do whatever they can to make it "not their problem" rather than actually solving the problem. All you can do is either be too boring or too dangerous to bully. There has never been a situation in the real world where giving the "perfect comeback" shuts the bully up. That only happens in movies because it is cathartic and what people wish would happen. It never will, all you can do is make sure they don't bully you.