As a Catholic I may disagree with you, and on at least 2 occasions I have actively debated with your brethren, but I find that sort of joke thing uncalled for and frankly offensive but I applaud your ability to shrug it off and make fun of it.
I actually know quite a few Catholic jokes so in the spirit here's one.
Paddy and Sean are working on the road when a protestant minister walks past looks furitively from side to side and then ducks into the local Brothel.
"Look at that, Sean" says Paddy "Filthy protestant ducking into the house of sin. For shame"
Later a Rabbi walks past, and again, looks up and down the road before walking into the brothel.
"There's another of the dirty perverts" says Paddy.
Later a Catholic priest also walks past and as before also enters the Brothel.
"Take your hat off Sean" says Paddy "One of those poor girls is dying"
oh and don't worry. According to this
http://en.wikipedia.org/wiki/Hell%2C_Norway
Hell doesn't have Mormons. It's full of Lutherans
Disclaimer: I can see this could get controversial. But in Narfs, and my defense, we are telling jokes about our own religions.