Well my dad found out also four weeks after I discovered ponies but he wasn't very supportive. My mom couldn't care less (Which I'm fine with) and my sister would probably call me weird and tell her friends. (NOT GOOD NOT GOOD!) You can read the whole ordeal on the thread I made and why I am not comfortable with my dad speaking about the topic MLP FIM anymore...
Well after reading your thread, although he brought up MLP in that conversation, I don't think anyone would have realized it was concerning you. As long as he doesn't specifically say that "My son watches MLP" I wouldn't be too worried. If it continues to bother you, then let him know. Tell him to stop making jokes and that you don't want others knowing.