I will say something like "That's okay. I like it when a guy brags on himself. Saves me the trouble."
Yeah. I've always said I don't mind a guy being cocky as long as he has something to be cocky ABOUT.
Self-deprecation makes me nuts whether a man does it or a woman. It's hard not to see self-deprecation either as self-loathing or as fishing for compliments. Both of those are really unattractive.