My dear Jewish friend once caught me off guard and wordlessly stunned as when we were constructing his new home and the installers were fitting out the MBath shower - he said it was "big enough to gas the little Jew" and it broke my heart (or thumping gizzard). When I told him, he laughed it off and apologized if I WAS HURT.
Sometimes, those jokes are more disturbing to the acquainted than to the intended.
More often they spread hatred and contempt towards the indended. Maybe I should send your friend a collection of Polish "gas chamber jokes". What do you think? :)