Well, indeed HG was nicknamed "Herr Meyer" in the later stages of WW2, but only secretly. Another joke from the 1930s, when he was in charge of police and concentration camps: "Is it true: HG collects the jokes told about him?" - "Yes, he collects all the jokes, but he also collects the people who tell the jokes." At the same time the same joke was told about Stalin to, here the answer was:"No, he collects the people!"