Chinese equivalent of expression
I couldn't think of any generally accepted expression in Chinese.

Usually, people would just exchange eyes or say something like
"原来是这样啊，我还没明白呢" in sarcasm. "I didn't get the joke at first place, THANK YOU!"

"为了解释清楚，你也是蛮拼的" in sarcasm as well, "You really try hard on explaining to us."