Oh! I heard a great joke! What's the difference between a white person, a black person, and a Jewish person? The difference in temperature!
I think that could be considered pretty anti-Semitic. What are you trying to imply with this joke?
I think Holocaust jokes, however in bad taste, should be allowed.
While there is something to be said for free speech, I think it's also important to ensure that what you say does not negatively affect other people. Joking about the Holocaust and how Jewish people were cremated in ovens is something that can bring up a lot of emotional pain in others and is something that really shouldn't be joked about. Why not joke about more lighthearted things so that more people can appreciate your comedy and find your company to be amusing?
My favorite hotdogs are kosher though.
I'm not sure if you're trying to make another joke concerning hotdogs, but I really hope you understand the importance of cleaning up your jokes. More people would find non-racist jokes funny, than people who find racist ones funny.