There are, unfortunately, layers to this question that are going to make it a bit tricky to navigate. First, I should say that giving advice is easy - any idiot can do it; I do it all the time. It's taking advice that's the hard thing to do; you have to consider and assess what people suggest, then decide what you think you can do, and what you think is the wisest and perhaps most useful course of action. Then you have to try to put it into effect - no small challenge! All that being said, though, here's where the fun starts.
First, one layer is the child:parent one. As a parent and a former child, this is the one that really lights up for me. Many of us parents really love our kids and really want to help them avoid the problems we wrestled with, but many of us are perhaps not so good at remembering what we wanted to hear when we were kids (and what worked or didn't work on us).
Then, there's the cultural layer - not, perhaps surprisingly, the Asian culture, but the generational culture. The rules change from generation to generation. What we got from our parents is often what we use on our kids (unless we resolve not to make our parents' mistakes, in which case we make our grandparents' mistakes..). However, our kids are not the same as we were, other than being young, somewhat inexperienced and a bit sensitive to well-meant parental badgering. The rules that we are expected to accept are not the same as the rules our parents were expected to accept, and they're often rather different from what we're willing to accept.
Then, there's the other cultural layer - the Asian one. This one I'm not too competent to comment on, other than what I've picked up from my wife (the daughter of two Chinese parents of the 1930s vintage).
Then, there's the female layer, which in my observation is a Real Thing - young men and young women have different expectations from the parents, and often have to deal with different well-meant badgering (although of course there's a lot of generic, non-gender-specific parental nagging that takes place).
OK - so what can you do? Here, speaking as a former child, I found that standing up for my autonomy as a young adult in my own right was surprisingly ineffective. It led to more conflict, rather than less. If conflict is the goal, that's fine, but my goal was to get less of the personal badgering about my perceived failures as an adult (and I suspect you may feel that way as well).
As a parent, I rather surprisingly found that parental badgering was not the ideal approach - as it tended to make my kids dig in their heels and (if anything) do the disapproved behavior even more (exactly the way I had, although in my case it was due to strong-willed, principled self-determination, while in their case it was pig-headed self-destructive foolishness).
Interestingly, my lovely wife found a very effective method, although she is still, all these many years later, dealing with the emotional baggage that having two well-meaning, but very traditional, parents can impart. Her method, which I heartily recommend, was (and is) to smile, and agree, and then do whatever the hell she intends to do without saying anything.
Admittedly, this situation is less suited for that method, but there is a way to approximate it. Perhaps you could do some pre-emptive maneuvering; when you arrive for a visit, maybe you could be full of enthusiasm about the gym you have just joined, and how much more energy you have, now that you're exercising regularly, and whatever other baloney you can quickly toss out to distract them from their well-meant but supremely irritating criticism.
If (as may perhaps be the case) this concern about your weight has some ulterior motive - which would not be at all surprising (my lovely wife, for instance, is increasingly concerned with when our two sons are going to generate another generation of family) - some casual mention of the various nice young men at the gym might also be a useful gambit. Be aware, though, that this is a Highly Risky maneuver, and has been known to backfire.
Parental Management is an interesting field of study, and will perhaps serve you well later on the fields of Significant Other and (if you so desire) Spousal Management. These are all more of the judo than the kung fu styles of emotional martial arts, at least when it comes to the successful forms I have observed. The more you can focus on your opponents, and avoid getting too reactive (again, no small challenge), the better your chances of having the outcome be more to your liking.
In the meantime, anything (within reason, of course) you can do to soothe and distract your parents from their fixation (however well-meant) on your appearance, especially if you find yourself reacting uncomfortably to it, will be helpful.
And, for what it's worth, my personal feeling about excess weight, something I have been very prone to over lo, these many years, is that it's a real bugger to get rid of, especially when you really pay attention to it. I didn't actually lose a lot of my accumulated weight until GI tract problems forced me to stop eating many of the things I loved the most (especially baked goods). When you stop eating things that contain gluten, the pounds just drop off on their own. I'm not recommending it, mind you - I still have wistful dreams about muffins - but it is astonishingly effective. And, I found that not paying any attention to it made me less likely to weaken in my dietary choices. checking the weight about every season seemed to work out fine, too. Much more satisfying to see that I now weighed 20 pounds less than only 1.2 pounds less.
Also, for what it's worth, whatever you feel about the weight is not going to match what other people feel about it. For instance, take a moment some time to look around you at the various couples you see. I'm always amazed at how strikingly unattractive many of us couples are, married or unmarried - on the outside only, I hasten to add - which always made me feel much better about things, since I'm a whole lot less unattractive than most of the people I saw (and I suspect you are as well). And the great thing about diversity is that there really is someone who will think someone else is the most irresistible thing going, regardless of the opinions of the parents involved. But that's another answer to another question, so perhaps I'd better stop here before I have to edit this into chapters.