In 1891 Dan Kelly recorded Irish routines as "Pat Brady" for the Ohio
Phonograph Co. and Russell Hunting recorded Irish routines as "Michael
Casey" for the New England Phonograph Co. Descriptions of their routines
are available in later Columbia catalogs.
Columbia Phonograph Co. sold uncredited "humorous recitations" and comic
"auctioneer" records in 1891 and comic songs by John Yorke Atlee in 1890.
The Edison Phonograph Works recorded songs by Will Lyle in fall 1889 with
titles that seem like they're vaudeville / minstrel style. I guess it
depends how you define "jokes".