6 year old attitudes

How do you teach your child the difference between being funny and being rude? Or when something is funny or when it is being disrespectful? Dakota is having a hard time with this. I know he is not trying to be disrespectful, but he is. He thinks he is funny. As someone who has had the same problem my entire life, I am still not sure how to coach him. There are many times when I think I am being HIGHlarious, but others find it offensive.
So I have tried just reprimanding him when he acts this way so that maybe he will learn, but he is so sensitive. He got in trouble for his mouth twice this morning, and he was grounded. He wrapped himself in the covers and said "I wish I was never alive on this planet!" and the inner mom in me came out and I replied "If you keep acting up and saying things like that, I will give you a reason to not want to be alive on this planet!" What the..... Why would I say that? It certainly did not help the situation, yet it came out of my mouth before I could stop it. While I am not a traditional parent, and I often tell my children to "Shut their pie holes," I typically am not one to resort back to those old cliches. I try hard to not say things like "Because I said so" or "because I am the parent, that's why," but sometimes they are the only appropriate responses.
I have found shaming to be a powerful parenting tool (don't judge me) and will say "Jesus is watching you and that makes him sad" or "when you act that way it makes mommy sad, do you want Mommy to cry?" I am sure Dr. Phil would have a lot to say about that. Well, that has been my morning so far, if you do not like it, you can shut your pie hole.