I had it happen to me at a restaurant once, when while dressed and presenting female, the waiter insisted on calling me sir. I asked a GG friend about it, who asked her ‘live-in crossdressing domestic’, and this is what I was told.
You should correct them and ask for them to call you ma’am. But if they still insist, don’t be afraid to “go over their head” and talk to management. (The second statement comes from a different incident where the people at the supermarket were actually laughing while they were checking out; my friend went back in right away and talked to management about it.)