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.