Please be aware that when using the Public Question and Answer Network, you cannot revoke permission for Stack Overflow to publish and to allow others to have derivative rights to such public content once it is made public. The content you contribute on the public network is public, in perpetuity, and Stack Overflow loses direct control over such content when it is published on the open internet. This also means that if you post personal information about yourself, you do so at your own risk, including the risk of abandoning any privacy rights you had in such information.
However, it should also be noted that you can probably get most comments about you deleted if you flag them. Comments are only ever meant to be temporary, and last just so long as they are useful to the post which remains under them. It is highly probable that most comments directly aimed at you have outlived their usefulness after you have read them. Granted, there is no guarantee that flagged comments will be removed but flagging as many as you can can help reduce the odds that somebody will be able to make an association between a username and the permanently identifying number assigned to each account, especially since I am under the impression that comments are nonsearchable anyway, meaning that somebody would have to come across it by chance or have already memorized it.
Regarding the G.D.P.R., there is right to erasure of personal data, which includes both names and online pseudonyms, but it is circumstantial. Going into detail is a little overly complicated, but it only applies to a restricted class of data controllers and processors, and even then it is not absolute. Limitations apply to protect various public interests, including legal obligations, public health/safety, historic/scientific archives and most relevantly the freedom of speech. You can read a webpage regarding the right to erasure from the I.C.O. and Article 17 of the G.D.P.R. as a starting point for more information.