Possible Clues:

• Private gag
• At home, Josephine goes to Kildare for private parody
• Private bit of fun written mostly about Dundee lover
• Group's gag
• Bit of humor most people can't get
• Crack that's not got beyond a circle?
• Exclusive gag?
• It's funny to a small group
• Clique wit?
• What only a select few might get