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"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."
JOSH & FERGIE: ROCKED BY SCANDAL
Did he cheat with a stripper?
Married less than a year, the couple denies an Atlanta woman’s claims that she and Josh had a fling
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