It is not necessary for you to come back with some flirty line. What IS necessary is for you to come back with some boundaries that tell her you will no longer be her whipping boy and if she chooses not to respect you as a man then she will get nothing from you other than co-parenting support.
W: I am cold, hold me and warm me up You: No, I do not care to do that... we need to get this show on the road and finish the Xmas preparations so I can get to bed.
Plain, simple and a very clear boundary.
You always make excuses as to why you cannot do something. Somebody (SM?) urged you to start with the BASICS and that would be setting boundaries as a MAN who will tolerate nothing else but respect. Her sleeping with other men as she pleases then coming over to play "happy family" because it is a holiday AND asking you to hold her while she shivers *should* be unacceptable to you.