'Ciel in Wonderland' was the first gag OVA. Friggin' hysterical. 
This gag OVA, titled 'the making of Kuroshitsuji II', will ship along with the Kuroshitsuji DVD in January as a bonus.

Here's a trailer that can be seen in the official site of this great anime series.

"Making of Kuroshitsuji II" will ship in the fifth DVD volume on January 26, and it spoofs behind-the-scenes documentaries by showing the cast on and off camera as they put on makeup and other chores.