I can, yes. I'm lucid enough after waking up to confirm that they're sometimes pretty good jokes, and very unlike what I'd come up with when awake. They're not comedy gold, I'm not a comedian, but they're but decent for me - and they would fall flat if you knew in advance how the setup was going to land.

I'm aware of the possibility you're hinting at; it's my default expectation for a dream to feel sensible but not be sensible. Like dreaming that I can speak Spanish fluently, but when I wake up I realize that none of those were real words. It's when this doesn't happen that I feel so amazed: when I wake up and reflect and it still feels like there must have been someone else in there with me, whose moves I was unable to introspect, but they were nonetheless coherent.

I once had a lucid dream in which I attended a music concert, and the music was very beautiful, catchy, with complex professional arrangements; unlike anything I had ever heard before. Since it was a lucid dream, I felt proud that I could synthesize such cool music. But when I woke up, I couldn't remember anything to recreate it. This made me wonder, was the music truly that beautiful, or had I merely hallucinated my emotional response to it?

Both happens. Sometimes its only a feeling what covers the nonsense, other times I can remember the details pretty well (and its funny or extraordinary in other ways, like "meaning" has many layers, entirely unexpected).