A double pun is a phrase or sentence that contains a play on two separate words at the same time. The play on words often happens in a way that makes it funny or humorous. For example, you might say “I was so star-struck when I met him, I couldn’t even stargaze” – which is a double pun because it refers both to being overwhelmed when meeting a famous person, and the activity of stargazing or looking at stars in the night sky. The quote means that the speaker finds double puns very amusing and funny.