The couple cooks up a response to a laugh about their appetite – for babies

Biggest Loser couple Marty and Amy Wolff celebrated the Fourth of July with the birth of their first child, son Blaine Patrick. Tonight Show host Conan O’Brien in turn marked the milestone – with a wisecrack he just couldn’t resist on his Monday night episode.

“The baby weighs 10 lbs. 14 oz.,” O’Brien said, “and the couple says it is delicious.”

Instead of taking offense, the Wolffs sent a photo of themselves, post-baby barbecue, to the writers of the show. “I thought it was hilarious,” Marty tells PEOPLE. “I have a very similar sense of humor, so that’s why I had to send Conan the picture.”

A fan of O’Brien’s since he was in college, Marty, 28, adds, “Some people told us they thought the joke was mean, but we thought it was hilarious.”