I did like this one...
A priest and a rabbi find themselves on a train together. They get chatting and the priest asks if the rabbi, in his youth, had ever secretly tried bacon. The rabbi shyly admits that, yes, he once did.
But, he asks, before getting his vocation did the priest ever have sex? The priest murmurs that, yes, he once did.
"Ah," says the rabbi. "Better than bacon, isn't it?"