KTM
What I'd recomend is the approach the stand up comedians take to convey their message. Take a look. It's the same thing with all of their material. In this PC world, you can get away making fun of yourself, your religion, your race, your country. Black make fun of blacks, Catholics make fun of themselves, White to white and Russell Peters make fun of Indians. Make sure to mention "I'm also a Newar" and throw a Newari joke or something related to Newars. This way you gain the respect of the audiance. That's a start and then you step up slowly into other people's territory. Yes, you'll get lots and lots of criticism, threats, trolls, abusive language; that is their opinion but you must remain calm at all time. Let them speak, the more the merrier. Atleast that's what happens in the US. Now multiply that by 10 for Nepali audience. Our culture is very closed, unresponsive, secluded (a bit insecured)  when it comes to people making fun of religion, caste, political ideology, sex in public (very common in private though). We get very defensive if approached with something that you do not agree that includes educated people. Hence we do not see standup comedian in Nepal who make fun of other caste. If someone dared in the past, I'm pretty sure he is dead already. Physical violence is yet another topic. Add that with no law to protect you, you're screwed. We got offended when Indians made fun of "Bahadur" jokes. Did any of our comedian couteract that joke. I'm pretty sure NOT, we got mad at the Indians instead, that's what we do always. Kill the joke with a joke, not human beings for things like "jokes".
But to make story short. You're in the US (Welcome to America kinda thing), who cares, just speak your heart out. Avoid going to Nepali parties or else some drunk will beat you up. Hahaha. I'll be the first person to thank you if you make fun of my religion & cast. Be creative. I'm pretty sure there are lots of quiet sajha visitor Nepali like me. Keep it up. Start slow. You have our support.