“Jesus, Mary, Joseph, and a camel”

LORELAI: Jesus, Mary, Joseph and a camel [whispers] This is really bad coffee.

“Jesus, Mary, and Joseph” is a specifically Catholic expletive, which expands on the expletive “Jesus!” by adding his earthly parents. Lorelai humorously expands it further by adding a camel.

It suggests that Lorelai is familiar with the original expletive through contact with a Catholic friend or acquaintance, but who this might be remains a mystery.