I lived in Scotland for 15 years so you can imagine what I was on the end of. I developed a philosophy based on whether or not I wanted to be offended. As DD says, they are jokes. Xenophobic, stereotypical, why yes, but jokes all the same. On that basis I decided not to be offended and just joined in the banter with Johnny Scotsman.
After that, a damn fine time was had by all!!