When writing TSR, I found myself never stumbling on certain things:

-Breaking the fourth wall: Knowing they are in a comic.
-Being aware that they are on a table in a room.
-Anachronism (Notice that Frightman and Wobbin are dressed like medieval versions of the heroes they are parodies of)
-Offensive material (The freemason scene was not offensive since it was based on facts and was freemason approved )

One of the reasons is that I hate these things. It works in sketches, but not in stories with continuinty, and offensive material is... Only fun with obvious irony. Breaking the fourth wall is also extremely overdone and only fun when taking an odd twist.

I wrote no things you should do since I do, for starters, not know if I have succeeded at all. That's up to you.