I don't know if it's like that everywhere there, but up here nobody cares about anything. Call people whatever you want, as long as it isn't being said in a negative way, and it's rare that you'll get in trouble.
Speaking of Jew jokes, the place where I work used to make pottery or steel or something, so they had giant ovens when my boss bought it. First thing he said to his Jewish employee was, "Hey Warren, hop in!"