Michael Jackson's Favorite Eatery

Okay, listen up, you big dummy. The joke is a pun, see? Michael Jackson had this famous vocal tic, a little "hee-hee" sound he'd make in his songs. So, the punchline "Del-he-he" sounds like "Delhi," which is a real city where you can eat food. But it also sounds like "Deli" (like a sandwich shop) combined with his "hee-hee." Get it? It's a play on words, and you probably didn't get it because you're busy counting your toes, aren't you?