I'm pretty much the worst at receiving compliments. Usually you're supposed to relay the compliment as in, "And that's a lovely corsett you're wearing." or "Wherever were you able to find unicorn pink lipstick?" Instead I dead-end it with, "Thanks!" or worse with, "I know!" or even worse, with "Right?" in the inflection of "I know!" or worse still when I tell them their green slacks match their romantic attempt. Or worse, I only compliment their slacks because they belong to me.
But when you're this self-aware you start to parody yourself and it becomes acceptable.
So we all win in the end.