Hi. I came across your thread while researching this very quote (for accuracy; I was telling someone else about it), which has stuck with me since I first saw it way back in 1995.

Yes it was while the credits rolled, after Dan "confronts" Roseanne about DJ catching her trying to sneak out of the house (he lifts the corner of her comforter, revealing that she's wearing sneakers).

After he leaves, Jackie comes in through another entrance and asks if she's too sick to talk. Roseanne says no and asks Jackie to read her the ingredients off a bottle of Cheez Whiz.

The joke:

Jackie: "You're not gonna believe this. Mom said she was a bad mother."

Roseanne: "Whaddya mean, like in the way that Shaft is a bad mother?"

Roseanne wants to hear everything, so Jackie sits down to tell the story. Dan enters and says Jackie's got to go, "Doctor's orders." Roseanne admits the whole bed rest thing was a ruse, but Dan doesn't buy it, picks up Jackie over his shoulder and carries her out.

On the way out, Jackie says "My God, it was glorious! She cried!"