The rule of jokes:
You're not allowed to make fun of the suffering of real people without their consent.
e.g. if you make a rape joke, you have to make fun of the rapist or the concept of rape, not the rape victim(s).
If you make fun of Hitler or Stalin, you do not make fun of the millions of people they killed.
If you yourself are the butt of the joke, you cannot incidentally imply others are in the same boat with you by the nature of the joke. EXAMPLE: Pretend black-cloak-and-broomstick witches are real. You're a witch. You make a joke about yourself being burned at the stake which is a real thing that really happens to real witches in this example world. You're still making fun of people getting hurt. Not Okay.