What I loved was the Americans blundering into a bunch of Brits spinning a tale for personal amusement, not realising it was a joke, and then becoming the butt-monkeys, as people see how far they can run with the whole idea before they get called out on it.
This is a very British thing to do- not just against Americans. I have spun a very successful story about exporting bubbles for spirit levels, that are used by fighters to determine their attitude. During an RPG in the 90s I passed a note to the GM saying "When I start talking about bubbles down the pub, play along."
He gave me a quizzical look. It made the other players paranoid – in another game he was a PC in we played a sort of Grey Mouser-Grey Mouser duo, and had somehow managed to get to the point where we could read each others minds.
So down the pub I casually mentioned a magazine article about high tech bubbles. Pete joins in. We talk about how different density gases are used to 'layer them' meaning they could be shaped – I postulated one shaped like a rugby ball, with a pointy top and bottom. The Other Pete picked up on this and joined in… Half an hour- I was desperate to burst out laughing, but kept it going.
It works so well against Americans because the internet lacks all the visual cues, plus you really don't seem to nuance language as finely as we do.
Hint to Americans. If a Brit's response to your suggestion is
"Hmm, it's an option."
what he is actually saying is
"WHAT THE 
DO YOU THINK YOU ARE DOING? THAT IS A BAT @@@@ INSANE IDEA!!!"
