"We don't do that here."

This sentence does two wonderful things. First, it establishes that you, not they, are the authority about what's appropriate, in a way that makes it very hard for them to argue. Second, it's a conversation-ender. There are some very good examples of how to shut down some of the most common defensive maneuvers at the link.

Pro tip: if they genuinely want to be educated and improve their behavior, tell them that you're happy to help them at a different time rather than right away. If they follow through, it's a good indicator that they want to improve.