An alternative is to plainly agree with them: "I know, that was dumb, wasn't it?" or "You're right, I probably shouldn't"or just "I'll think about it"

This means they can't shame / guilt you for doing something suboptimal and I believe this is often their goal - establish superiority by inducing guilt or shame.

It's like opting to not play the game with them. And usually, that's the winning move.