I haven't heard that a ton- mostly kids asking to do something else that is a preferred activity for them, and I just say, "This is what we're doing right now" or "we'll get to that (the preferred activity)" (if that's true, of course).
Last year I did have a student on the spectrum who said that all of the time. To be fair, she had no business being in my resource class and the work WAS boring/way below her level. She was already reading and we were doing basic PA skills and letter names/sounds. And obviously she didn't have much of a "filter" socially. She had to stay awhile because of the way her IEP from preschool was written. Unfortunately, her classroom teacher didn't really understand ASD and wasn't supportive of the change in services, so it took awhile for me to gather enough "evidence" that a resource placement wasn't right for a student who didn't need any academic help. Thankfully she's now thriving in 1st grade. In her case, I would try and respond with, "Well, it's not boring for everyone, and saying that makes our friends feel bad."