Uncomfortable humor from a delusional protagonist?

Is there a word for this er slim genre? I’m thinking of stuff like King Of Comedy and Observe And Report, most of it consists of a delusional or clueless protagonist getting into uncomfortable situations.

I don’t know that it is the same thing as Sasha Baron Cohen does.

A literary example is Nabakov’s Pale Fire - delusional protagonist thinks he’s the king of a far away and distant European land. Praised to the skies by the chin-strokers for its structure and quality of writing.

The term for this type of protagonist is “an ass,” as Chris Elliott’s dad called him in Get A Life.

Do I lose points for stating the obvious here?

Don Quixote de la Mancha.