Translation is always a bit of a balancing act. If you translate literally you may lose the jokes, and to keep the same vibe you may need to go for something that's not a literal translation.

One example that comes to my mind is in FLCL there's a line in the dub about a store that still has Crystal Pepsi, however i the original Japanese it's a different discontinued soda. The translators made the call that almost no one outside of Japan would be familiar with the original soda, and that it wasn't really that brand itself that was funny, it was that this store was still selling a soda that was discontinued like a decade ago.

I feel like the weiner/hot dog/dachshund joke is probably pretty universal, it's a pretty simple sort of visual pun- dachshunds look like a hot dog (or maybe a sausage in countries that don't eat a lot of hot dogs) and hot dogs are pretty phallic, I suspect that pretty much every culture and language has similar kinds of jokes that translate pretty well. Maybe in some cases you swap out hot dog for kielbasa or salami or whatever the local tube-shaped meat product is and the accompanying local slang, but overall the joke isn't much deeper than "lol, penises are funny and these things look like a dick"