I just wanted to say that you could also use a verb:
Я увлекаюсь велоспортом, плаванием и игрой на гитаре. И, конечно, изучением русского языка!
Even if there were such people, I'm sure that the main target of this joke was the word "хобби" itself. It does sound ... strange ("мои хобби", urgh.)but some, to some extent, "simple" people might not understand its meaning then, and there's a brilliant joke about that.