Does someone you know regularly admonish you? If so, how do you deal with it?

Someone I know has been regularly admonished and/or openly publicly corrected by more than one family member. He is a competent adult.

In the past, he just accepted the treatment. Now that he’s begun therapy, he will address it with each person privately.

I realized in talking with him that I have a couple of relatives that do the same thing. A couple of which I rarely see, so who cares…Others, I’ve told to butt out.

For those of you that have dealt with this:
Do you avoid dealing with it? Do you openly tell them to knock it off/stop? Communication or non-confrontation?