Generally speaking, Jeremiah's enormous ego can be pretty hilarious, and would be funnier if he weren't such a dangerous man. In fact, Mandy laughs in his face when he tries to show it off to her (along with his entirely unimpressive penis). His response is to... start masturbating, which makes her laugh even harder.
After Sister Marlene responds to his command to fetch him Brother Swan with a simple "Okay", he suddenly repeats his command in overly-dramatic fashion, for no apparent reason.
The Overly Long Gag of two cultists waiting for the Black Skulls, and one gets bored and starts putting the car window up and down.
Then there's the one he made to her later, right before snapping her neck. The sheer hamminess with which it's delivered is very much classic Nicolas Cage fare, and additionally, strongly showcases Red's Skewed Priorities (although considering his shirt was also the last thing Mandy wore, and was also the same shirt she wore when they first met, it's also actually kinda sad).
Jeremiah realizing he's cornered, and being reduced to a whimpering mess. It's satisfying to watch him deflate, but he makes an... unexpected offer to Red:
I'll blow you, man! (sobbing) I'll suck your fucking dick!
