I wish I could give you a big hug and reassure you that you've got this and you're on the right track. You are modeling what it's like to have a healthy body image and not passing down what your parents instilled in you.
Your girls are are lucky to have such a thoughtful mama. I know it hurts when they make these casual comments, but try to remind yourself that they're not trying to body shame you.
I remember when my youngest said to me, "I'm cold, I need to warm up." I suggested she grab a jacket but she walked over to snuggle with me and then said, "You warm me up faster with all your fat."
I was horrified at first (she thinks I'm fat?) but then realized she said it with childlike innocence. I am bigger and warmer than her, so it wasn't judgment about my body size. Kids who DON'T have body image issues will just blurt out things, not realizing that they can be hurtful.
You're doing the right thing when you remind them it's impolite to comment on other people's bodies. They will absorb this message (rather than the message that "thin is best").