Giving respect to someone (as a part of social customs) and having respect for someone (from inner core of your heart) is different. Respect for the parents is a learned behaviour. You learn it from your parents, just by observing them treating their parents. So cracking jokes on them has different meaning for both of you. For you it is sensitive issue and for him it is just a fun! Previous girl friend might be enjoying such jokes, as her upbringing, value system and like-dislike must be different then you. It does not mean that you should also enjoy it.
Make him very clear that he is hurting you by this habit and you really mean it. Convey him clearly that it is serious issue for you and you want him to stop that. Give him some time to improve; any sensible man would surely improve.