Some may find this offensive.

When someone tells a Jewish joke, get really upset and tell them that you don’t appreciate that kind of humor. Tell them your grandfather died atAuschwit. Let them run on about how sorry they are and that they didn’t mean to be offensive and then say “ya, he fell out of a guard tower and broke his neck”.

Ingenious!

One of the great classics, i've only had the opportunity to use that once, but it worked like a charm.