You'd be surprised. Tons of major professional comedians have jokes about the holocaust.

https://www.youtube.com/watch?v=rGfDXMnQw7g

https://www.youtube.com/watch?v=ewY3xgqlKPY

https://www.youtube.com/watch?v=ieDNGCIZogA

https://www.youtube.com/watch?v=y6E9sJ6B-u8

https://www.youtube.com/watch?v=O2_HbqPpQDk