I need some advice related to discriminating nation

TLDR : someone referred to me as a pickle smoocher at my job today over a walkie talkie not thinking I heard, and denied it when confronted, should I feel bad about going to HR

So I work at a large corporate warehouse and have recently divulged my sexuality to a few people, this person being one of them. We have radios we use, and different stations dependent where you are in the warehouse, as I was walking down an area one of the guys went on the radio and said “is that the pickle smoocher” my radio was on this station and I heard it clear as day, he was in my sight and I know it was him, I confronted him and it went like this “did you just say is that the pickle smoocher” he replies with “you heard that “. Me “yes”. A moment later I said “I’m fine if you say that stuff to my face but not behind my back” he replies with “I was saying that to josh not about you” that was the end of the convo, I’m very very hurt by this, we’ve had some camaraderie enough where I felt comfortable weeks ago divulging my sexuality and I didn’t even make a thing of that he just asked if I had a girlfriend and I said “no a partner” that was it, I’m mostly hurt that he did not tell me the truth, I don’t want to go to hr and feel like I’m the “unapproachable gay” as I am so open, I can take a joke and in all reality if he called me a pickle smoocher to my face I would laugh because that to me is a joke. But I am so hurt I’ve never been discriminated against