This gives me the impression that you really don't know D&D very well. I am a long time player and for all the things you could have approached for parody material, you really didn't touch on anything. There was nothing particularly clever about it either, jumping straight for badly-written slapstick. And the "D&D kills" (or, alternatively, "is Satan's game") is a huge bugbear for some of us D&D nerds, as in some of us will outright crucify you for saying it (I will admit to getting a little hot under the collar (excuse the pun) about it myself). Considering this, your play on it was really weak. At least one of them should have foamed at the mouth over the accusation (which would have been even funnier because they're dogs).
On the whole, my suggestion is stick to parodying things you actually know. And if, against all evidence, you actually are regular D&D players, then that tells me comedy is not really your thing.
I'd say "nice try," but that would just add a layer of demeaning subtext to this comment that would be needlessly offensive and I try to only be offensive when it's absolutely necessary.