Hi.
I guess you've hit the nail on the head: Your sister teases you because she knows it's a sensitive subject! Good thing you've figured that out; the next step is to convince her that teasing you isn't all that much fun after all...
What about joking right back? Or at least laughing or smiling at what she says--or otherwise spoiling her game. If that feels fake, maybe remember this: Just because vegetarianism is important to you doesn't mean you should feel bad when she makes jokes.
Another idea is to take an active approach about sharing the benefits of your new choice. Have you thought about introducing some vegetarian meals to your family? Maybe find a recipe you like and offer to cook it. Be casual about it; if they're not interested, fine.
Whatever you decide to do, you might want to check out gURL's shoutout about vegetarianism and fast facts.