Sometimes isolation is way better than a group of obnoxiousness. My nephew went through the same thing. Not bullying, but isolation. I told him to become a leader, not a follower.Start your own activity up. Let your kid know that those kids need someone to pay attention to them because they are the lonely ones.

The result: A strong kid who needs no one's friendship. They come to him now. In tae kwon do, you have to take orders, listen to your teacher. Get him involved where he is the leader. However, martial arts is good.
When those kids start seeing your child is strong without anyone, they will start to tag-a-long. But it will be too late. LOL.

Become your son's best friend. Eventually, he'll find another person that will feel the same way he does.

Then I would warn the parents that he's going outside to play by himself, and to leave him alone. And if something happens to him, I will hold you responsible. Because now you know what's going on, and there's no excuse for you.(The best way to hurt a person is in their wallets. They'll listen once they have to answer to authorities and explain why they didn't do something to prevent this.)

As long as they don't touch him, he's fine. I was an isolated kid once. I can relate. He'll be fine. Just continue to show your support for him.