Just about every encounter with Po Kai in The Chinese Gold Murders. The honorable Mr. Wang is having way too much fun with his disguise.
In The Haunted Monastery the Judge reflects disgustedly that he has managed to bring together two young couples but failed to find the murderer. "I should give up being a magistrate and become a matchmaker!"
Miss Violet Liang's matter of fact description of her citizen's arrest of three kidnappers in The Emperor's Pearl is hilarious.
In-story, Ma Jong's Orphaned Punchline about the bed collapsing in The Chinese Lake Murders.
Ma Joong's discovery that the poet he was investigating and young concubine he pays to set free are in love with each other in The Red Pavilion is both hilarious and rather touching.
Almost every time the womanizing Magistrate Lo shows up, he gets Dee into some sort of ridiculous trouble with a woman Lo was romancing. You have to wonder why Dee puts up with him.