I cannot comment on the level of relationship between you and
your friends...as I am not familiar with the dynamics between you
guys.
In my place of work, we call each other names and no harm comes off
it. No issue.
If you have a friend who's thin-skinned then it's best not to joke
with him. Obviously names that are totally deragotory is probably
not good.
If you can live your life totally stoic, then it's probably ok not
to joke, but I don't think that it is feasible.