I would tell the three offspring (are they boys - by any chance) that you have had enough of it. I would tell them individually, when you see them, before Christmas, if they cant be civil to their sister, then it is the last Christmas dinner you will be cooking. I would put my foot down - I dont expect they are meaning to offend anyone - maybe they just cant think of anything else to say when they all get together.
I dont think it is normal for families to take the mickey out of each other at all - we have just had a big family get-to-gether on Xmas day, a game of footy at the park, some quiz games too, and had a very good time.
I would have never stood for my kids being nasty to each other, either in fun or otherwise, siblings stick together in my book. Partners may come and go - but sibling will always be part of the family