I've found that the best way is to explain myself like I'm 5. If somebody gives me a weird look after I give a dead pan joke, I'll stop what I'm saying and go "oh, sorry, I'm a very dead pan person and I was trying to make a joke, I guess it didn't come off that way, my mistake!"

Sure, at first it sounds weird or unnatural but I find that this has worked out better for me rather than staying quiet and blaming them for not appreciating my sense of humor.