|When a supervisor tells an offensive religious joke, it is not uncommon to find that employees lose faith in him. The fact that it dealt with his own faith is irrelevant.|
This type of humor or lack of humor can easily create an intimidating and hostile environment. It makes no difference whether your supervisor was teasing himself, and his intent does not matter. At least one person found the joke to be offensive, and that does matter.
Tell him that you are offended by his comments, and you want them to stop. If you are fearful of telling him because of possible reprisals, you should approach his manager or your companyís human resources department. And if you are fearful of approaching them, you should consider approaching your stateís fair employment agency.
Since your company is committed to dealing with this type of harassment, you should have no problem addressing the matter internally. However, one question still remains: if your company has taken many steps in this area, how can your supervisor be so out of step? Your companyís management will hopefully take steps to answer this.