"Do you have a Mormon disco ball?"
The funny part of this video is not that these guys are messing with Target employees, but that they are pranking each other. They each make a list of bizarre non-existent items to shop for and give their lists to each other. Then they ask an employee if the store has the item, and try not to laugh.
It has nothing to do with Mormons, beyond asking for a Mormon disco ball.
Black Friday Shopping Prank