Next time someone asks you to do something, just say "hey, who died and made you Napoleon?" It's a good way to challenge their authority, unless of course they reply with "you know very well that I was promoted to manager when the original manager died" in which case you'll just feel awkward. Also, the reference to Napoleon will only make them more unbearable if they're French.
You could also give the old tried and true "hey, Genghis Khan, how about doing your pillaging and looting elsewhere?" but if there's any chance that they were in a big city during the 1960s they may have also suffered at the hands of looters and then you'll have to deal with a lecture about sensitivity. Even worse if they owned a Mongolian bakery in that was burned and robbed during one of those riots--then you're offending on two levels.
There's also the more rare "hey, Stalin, don't you have a five year plan to work on?" but then it could well be that your business division has an actual five year plan to boost sales and increase profit margins, and Lord help you if your taskmaster has a thick mustache and slicked back hair.
Whatever you do, don't say "Captain Ahab, if this is how you run the boat, you can let me off!" if you happen to know that the boss lost some loved ones in a whaling accident. I wouldn't even try it if they have a relative who played on the Hartford Whalers. It hits far too close to home.
Come to think of it, you're better off with the one thing that won't offend anyone--"who died and rose from the dead three days later and made you Christ?"