Firmness is important, yeah, but I think people are overlooking a crucial detail: it's not just about setting boundaries, it's also about accepting that they might never be 100% comfortable with your decision and that's not your fault.
I've been through similar situations with close friends and I noticed that when a person stops expecting approval and just moves forward with their life, without being dramatic or constantly defending themselves, things cool down naturally.
Your parents will probably keep worrying, they'll likely try again here and there (it's in their nature), but if you're consistent and calm, without giving in or getting aggressive in your response, they'll get tired of it faster. The real secret is living your life well and letting that speak for itself.