I don't handle this well and can *sometimes* be a little sarcastic about it. I've been known to say things like, "I don't want kids following me around like I'm some sort of Pied Piper!".
For mine, it just takes some re-direction. Once they start hearing me say things like, "Thanks, Johnny, for raising your hand and waiting for me to come to you. I appreciate how you didn't get up and follow me around the room" my conga line of students returns to their seats and raises their hands, hoping I might thank them in front of the whole class too.