Legality of using modified celebrity names?

Theres some strange rules here, for parody you can infringe copyright like saturday night live does and when that guy made the business called dumb starbucks to sell more coffee( I think he was shut down though)…I looked into it for games and it seems like there would be issues but as you can see for some cases the comedy protects them, its the sort of thing you would want to have good legal counsel for