[ordu]

I would do nothing. Even if woman has shown signs that she is offended by this and I would feel need to help her to cope with stress, I'll do nothing. It is hard to talk with offended and to not offend her even more.

I generally try to avoid communicating with extremely sensitive people. It is pain to talk with them trying to guess if the next my comment would offend her or it wouldn't. It is just boring, you need to stop making fun from life, stop joking, stop thinking in unexpected ways and try to think in a ways the most people think, because it is the only safe way.

Situation becomes worse if such a sensitive person already feel offended.

[gmossessian]

The OP is clearly asking about how to respond to the male instigator of the situation. Your misreading of the question, as well as your assertion that the woman involved in the story is "sensitive" and that, to understand how she feels, you would need to "stop making fun from life" and "try to think [the way] the most people think" shows a complete a total ignorance and lack of empathy on your part. The OP made no mention of the woman's reaction, everything you are saying is based on your own flawed assumptions. Please rethink the situation.