Well other people have different believes. People are different and come from different religions. It doesn't matter if someone is different from you. Not everyone has the same believes. How would you feel if someone was making fun of you? Well everyone knows you will be disappointed! So be nice and respect others believes and religion!
Religious beliefs underpin a persons concept of reality and orients their moral 'compass'. That said if one truly feels that someone is clinging to an incorrect believe it seems reasonable to expect courtesy and respect to be present during the process of remedying an incorrect belief- not only as a basic human decency but also to maximize one's likelihood of successfully changing a person's mind as well as minimizing the negative associations incurred with the point of view one is trying to promote. "Making fun of" is akin to ridicule and is neither respectful or courteous. Any person using ridicule to promote their ideas is doing their very ideas a significant disservice by associating a bad attitude with it.
I say it's not right to make fun of religion, but as part of freedom of speech it's only fair to let people say what they want. As long as they're not physically threatening others and wanting to do real harm to people, then yeah. So I believe no, but allow people to do it.