jokes at my expense 就是“以我为代价的玩笑”，即“拿我开涮”。

【例句】
His speech is full of jokes at my expense.
他的演讲里有好多笑话都是拿我开涮。

I was tired of his cheap jokes at my expense.
我讨厌他拿我开低级庸俗的玩笑。