You say that you have a problem with anger management. That's an intrapersonal problem. You also say that your friends, aware of that, are picking on you. So the question is: is there an interpersonal skill that can help restrain / smother their behavior?
The way I see that situation: you are a rubber duck for the childishness of your friends. Anytime they squeeze the duck, it says quack. It makes them laugh. They squeeze again, it says quack. Makes them laugh. Do it again, and again. No matter what your words are, they hear quack.
You've tried setting boundaries, and threatening, with no improvement whatsoever.
What about you picking on them? I mean, change the way the duck answers when squeezed? Make a different noise?
Play the game: they pick on you. You smile and say: "What? Really? Are you sure? Can you do/say it again?". And count. You 1-0 Friends. They repeat? You repeat! "What? Really? Are you sure? Can you do/say it again?". You 2-0 Friends. Repeat again. Laugh inside while counting :)
At some point, you can also make a move towards self-deprecating joke too, and see how they react. Acting like that is not only funny, but is also a form of "non violent resistance". You deflect their actions, and/or have it bounce back.
When they'll be tired asking, puzzled having the same "quack" again (but not the one that used to make them laugh), and realize that you are picking on them, you'll have made a great step inside and outside.
Twisting someone's arguments and using them to your own benefit is a great interpersonal skill, I'd use that strategy, because I did that when facing kind of a similar situation and it worked great.
How is picking on the people who pick on you going to improve the relationship?
Replacing anger and frustration by laughs is improvement.
"Friends" find funny picking on OP. They should find it funny when OP bounces back. If not? Then it'll be worth thinking about the friendship.
BUT: you can't let people behave like that and never "strike" back. It's like hitting a person. They say "ouch! it hurts! why did you do that?!" -> because I wanted you to understand what I feel when you do it all the time. With laughs, it's non-violent, but carries the same "back in your face" idea.