I can’t speak to the specific situation of the OP, and so the others may have better advice than I would have; but I also can’t say that I agree 100% with the idea that one’s faith should only be displayed by their actions.
I keep religious artifacts around to help remind me to pray and seek the help of the saints and unite my sufferings to Christ.
If we do choose to wear a religious symbol, we better make sure our actions are in line with what we profess! So I agree, a heartfelt statement like, “Dad, I feel saddened when you mock Jesus like that. Out of respect for me I’d really appreciate it if you wouldn’t do that,” would be better than showing animosity.
Since we are in a world which is increasingly hostile to religion, Christianity especially, I feel strongly we need to relish our free speech and freedom of religion while we still can.
When our children were young we would walk around our neighborhood and say our rosary. I felt a bit uncomfortable because it felt like “showing off” in a way. The reason I overcame my discomfort was because of reading about the Irish not being allowed to say their “beads” in public, and the banning of all religious articles in communist and Muslim countries.
I had a feeling that things will get progressively worse, and I wanted my children to have solid memories of a time where we as a family would make a public profession of our faith. I was inspired by the Jewish residents who would walk through our neighborhood wearing their yarmulkes. We would pray for all our neighbors as we walked by.
I told my kids, “Exercise and enjoy your freedom of religion and freedom of speech for one day you may not have these rights anymore.”