I think it's important to think about the audience a bit. In an academic translation, sure, go nuts with long footnotes. But I think in the case of something intended primarily to entertain people you should make some concessions to practicality. Even many fansubs just swap in some English pun to go for the same effect (which leads to kind of funny results like fans who watched the fansubs complaining the dub "changed the original dialogue" from something that was also not the original dialogue).