Someone who can't take a joke like the one that's mentioned in the article is liable to be problematic in some other capacity anyway.
People are sensitive, impostor syndrome is extremely common. The people who work for you are always going to be worried about their job at some level. Don’t take advantage of your power to make a joke that is, at best, not funny and at worst incredibly anxiety-inducing.
A manager, like everyone else, should know who to make a joke to, and he will get closer to those employees.
Your job as a manager, with "sensitive" reportees is not to be a dick and make things uncomfortable for them, it's to help them do the work they're employed for.
People in positions of power should not take lightly their ability to ruin peoples' lives with strangers. Or anyone, really, but especially strangers.