My best friend has made some trans jokes before, I'm also still closeted... I know he doesn't REALLY mean it, he's just trying to be funny and doesn't realize. I happen to have an internet friend who's trans so I just said we shouldn't joke, I know someone who is. Surprisingly he knows some FTM people, but I'd be the only MTF he knows.
Coincidentally I'm not out to her either, don't want to seem like I'm running at the first trans person I see yelling "me too!"