Not funny. I must have heard dozens of Nazi jokes while living in the UK and I didn't find them funny the first time round.
The most extreme was a five-year-old asking me in all earnesty if I was happy when the Germans bombed London (You know, since I was around in the 1940s. Thanks England for teaching your kids to have a well-balanced, intelligent and not at all prejudiced view of Germany.)
If you approach a German with a Nazi joke they will firstly think that you are an uneducated dumbass since your history knowledge seems to have gotten stuck somewhere in the 1940s (you obviously completely missed that some other important historic events have happened since then, like the separation of Germany into East and West, the start of the Cold War, the nuclear arms race, the building of the Berlin Wall and its fall in 1989 and the German reunification >> so why should we even bother talking to someone like you?) You will also prove that you have absolutely no manners since making Nazi jokes is a taboo in Germany and for example raising the hand in a Hitler salute is illegal and can get you into prison.
But if you want to make an ass out of yourself, please keep on going. (And please don't blame your lack of rapport with Germans on us having no sense of humour, that's like a stand-up comedian blaming the audience because they are not laughing.)