Have a copy of the applicable law,
and a copy of your privilege permit paperwork (ID, badge, etc.).
In fact, have several in case the first few get disappeared.
You're likely to get hassled at this end, too.
You could also ring up the NYPD admin & make sure they follow federal law (letting other officers exercise their federally-granted privileges in NYC).
But of course, they don't follow the Constitution... why should breaking this new law bother them?