No one has mentioned one helpful strategy, which is to begin (or stay) with laughing at your own ethnic group. It seems to me that there is more than enough material in one's own failings and foibles without wandering into someone else's terrain. I suppose if you must wander into someone else's terrain, it behooves you to try and set it up either as (a) aren't human beings generally nuts? and (b) If you think those X are weird, you should come to my house where we are twice as weird. I have heard one or two black comedians talk about white people who were incredibly funny, but the best ones always compared them to the equally weird, if not weirder, world of their own group.

yours, Peter T.