I suppose that one of the best "musical" musical jokes was the one that Bela Bartok made against Dimitry Shostakovich. In the first movement of the latter's seventh symphony, "The Leningrad", we find the same theme repeated over and over, in fact some 40-odd times. Bartok clearly hated this and in the short Intermezzo of his "Concerto for Orchestra" he introduces this very same theme, which is followed by the trombones playing a very loud "rasberry"! Now that's what I call a "musical" joke!