I'm not entirely certain what the boundaries of dark humor should be, but I do know if you make someone laugh and they immediately go "I really shouldn't laugh at that" you've successfully done dark humor right.

Dark humour comes in two parts: the dark part, and the humour part. If nobody but you feels guilty about the joke, you've forgotten the dark part. On the other hand, if nobody but you is laughing, you've forgotten the humour part. It's a thin line, like a queue at a food bank.