Have you ever heard the phrase “You can’t reason someone out of an opinion that they didn’t reason themselves into”? If they’re objectively not fat, than what they’re really saying is they feel like they’re fat, not they they think that they’re fat. That can be for a whole host of reasons, but arguing facts with them won’t help. Far better to have discussions with them about why they feel that way and why they’re focused on it. Ultimately it’s an issue they have to resolve themselves and not something you can convince them of.