I would certainly mention that these remarks are upsetting, but I would start by saying that I realise two things.
One that they are probably trying to cheer you up by making jokes, but that these remarks actually make you unhappy.
Two that it might well be that I am being over-sensitive right now, but that is part of grieving for many people.
Try not to make too much of an issue of it and see what they say.
I too, am becoming a little deaf, but don't feel deaf enough to want a hearing aid right now - silly, but that is how I feel about it. I do realise that it can be annoying for others if I do not hear what they say, so I shall soon have to reconsider that hearing aid!
If your son-in-law and your daughter and son continue to make these hurtful remarks, tell them frankly that you are old, yes, recently widowed, yes, struggling to some extent with coping alone, but that they are not exactly helping by this attitude, but again try to say this as nicely as possible.
Respect is a two-way street, so if they feel you are not respecting them, their attitude to you will not change for the better.
However, I suspect these remarks are in some way due to their ways of dealing with bereavement, after all your children have lost their father, and your SIL a father-in-law whom I presume he liked.
Try to sort this out now, otherwise it will be bugging you quite literally for the rest of your life.
And, I should have started by saying that I am sincerely sorry for your loss.