A lot of people are suggesting being blunt and saying how the private jokes make the OP feel. But mostly couple with the ultimatum of "so if you don't stop, I'm leaving/ending our friendship/etc" How about a half-way measure - express how you feel but without the implied ultimatum which immediately has the effect of leaving a nasty smell. Try the explanation, then see over the next couple of visits whether it has made a difference. Then reassess your next step.
The Republic of Ireland and their tensions with migrants.
Harry and Meghan ‘royal’ tour of Nigeria.
Film Titles With Words In Common
Forgetting where you left your keys dies not mean you are “losing it”