Clearly, the majority opinion is that what you are doing is cool, and you'd be secure and happy with your commuting mode regardless. It sounds like the troublemaker isn't gaining any friends or influence with his insults; he's just digging his hole deeper. If you ignore taunts that he makes in front of other people, they'll think more of you and less of him.
The fastest way to stop his taunts is to convince him that they don't bother you and instead leave you amused. Print out the pictures he sends you and post them on your office door or at your desk/workstation/locker.