Some of the people in my hall go on screaming ‘Allāh, Allāh’ whenever they see me just for fun sake -- nothing to offend me or my religion. What should I do about that?

Rejoice in being persecuted for righteousness' sake. Smile back. Jesus (sws) is reported to have said:

Blessed are ye when men shall revile you and persecute you for my name's sake, and shall say all manner of evil against you falsely. Rejoice and be exceedingly glad, for great is your reward in Heaven, for so persecuted they the Prophets which were before you.

 Remember, in such situations the best way to repel some evil hurled at you is to return the favour with goodness. For that is what will show to all the difference between you and your opponent, even to your opponent himself. (Also see the Qur’ān 41:34).