Say what you want about the liberal Left, but it seems to me they have always been better than the conservative Right when it comes to self-mockery.
(Here’s another example from a few years ago. And yes, I can assure you, this was done by liberals.)
Of course I could be wrong. If anyone has examples of conservatives similarly making fun of themselves, I’ll be glad to link to them– although it is possible that there is absolutely nothing mock-worthy about conservatives or their beliefs.
Update: See also here.