Althouse does a lengthy analysis of the term "thin-skinned" and how President Trump should react.
Ignore seems to be a good idea.
By the way, wasn't that Hillary Clinton's plan for the debates — "get under Trump's skin"? Wasn't there an old idea way back then that Trump was "thin-skinned"* and could be defeated by getting under his skin? He'd self-destruct? That's how I've packaged my memories of how everybody who tried failed to keep Trump from winning.