I would be sick too. He married for better or for worse, and if he really wanted to be supportive, why isn't he going on those walks with you and the children or working out with you. Here's the thing though...if YOU are happy with your body the way it is, then he needs to accept that. If he wanted a model, then that's who he should have married (good luck with that).
However, I would sit him down and say to him, "I do not appreciate it when you make derogatory comments about my body or imply that I need to change. I am happy with the way I am, and you can accept that or not accept it, but realize I'm not going to be working out incessantly just to please you." Then give him a chance to respond. Listen to what he says and wait a minute before you respond back. Think about how you feel about what he said, and then communicate back how what he said makes you feel.
If he goes back to how he's just kidding or whatever, ask him if he understands that by teasing you about your weight, he's setting the example for the children. If he doesn't respect you and teases you like that, the children when they are older will think it's okay to do the same. If you have a son, that behavior will then transend when he's in relationships as he gets older.
The whole purpose of this conversation with your husband should be to obtain a better understanding of each other. You're not going to change him and his quest for a model. He's not going to change you and get his model, but you can come to an understanding of why he is the way he is and why you are the way you are and agree at the end to disagree. However, in the end, there should be a pact that he will not make nit picking comments to you, especially in front of the children. He's teaching them how to treat others. Above all, make sure he understands that this is not a sensitivity issue (you being sensitive). This is about respect and him respecting your wishes to live a balanced life and not obsessing over every calorie you take in. A balanced diet does have a little wiggle room for a few indiscretions.
Finally, 135 lbs at 5'3" is the cutoff for the normal weight range. If you were extremely overweight, then I could see his point of view from the persepctive of wanting you in good health and doing things to keep you healthy. And if that were the case, then I feel the conversation would go in a whole other direction, but I think as long as there are no health reasons behind his desire to wanting you to change, that he needs to either accept you or accept that you aren't going to change and deal with that however he wishes to.
Also, since you are ready to leave him over this, I feel it's really important that you make it clear to him the gravity of his actions if the understanding talks don't pan out. I wouldn't put it off as an ultimatum, but let him know that you feel that maybe you should leave sometimes so he can find his dream woman. He married you and he needs to understand that you don't marry someone thinking that you can tweak them later on. He needs to realize he married you for you and this is what he gots. He can take it or leave it.