Jeff Ross said, You could even make jokes about his family, he doesn’t care. What hurts him is if you make fun of the fact that he has gone bankrupt in the past. That’s the one thing that he’s super sensitive about.
According to the Huffington Post, Trump requested a joke about how he lives in a “25,000-square-foot penthouse atop my solid-gold space station” be changed to a “50,000-square-foot penthouse.”
A good example of Donald Trump not being able to take a joke is Saturday Night Live. More than once he has cried about the unfairness and how not funny the show is based on their skits about him. He has even called for it to be taken off the air. This past week, he complained about "equal time" as though there were someone else still involved. He has no grasp of reality, and quite obviously a terrible sense of humor.
Look at his snarky response to Baldwin's SNL portrayal, look at his behavior at the Al Smith Dinner. Trump has proven himself to be very thin skinned and very hypocritical. His immediate reaction to anything he sees as a slight is to fire of nasty Tweets. He's said so many negative things about the disabled, women etc, and often tries to make it seems like a joke. He can dish it out, but he can't take it.
People with Va ginormous egos are not capable of laughing at themselves. They may make a few self-deprecating jokes about themselves in the right circumstances, like the ones Trump had written by other people, but they are just going through the motions. Kind of like a sociopath pretending they have normal emotions. Trump is convinced that he is a better and smarter person than everyone else, and thus he will always put his own wants and desires ahead of the legitimate needs of the people of this country.