I did not major in literary studies so I do not readily recognize the nuances that are used to distinguish between the various concepts.
It doesn't seem to fit insult comedy since it is rarely told to members of the group it is insulting, nor heritage comedy since it generally refers to people of a different heritage. My first inclination is to lump it into the black comedy genre, however I'm not sure the intended purpose of such jokes meets this criteria listed on the Wikipedia page:
The purpose of black comedy is to make light of serious and often taboo subject matter; some comedians use it as a tool for exploring vulgar issues, thus provoking discomfort and serious thought as well as amusement in their audience.
Best Answer
You could say those types of jokes are off-color humor:
History
[Wikipedia]