A pun on the movie E.T. the Extra-Terrestrial (1982) has been cited in print since at least 1998:
 
Q: What do you call a fat alien?
A: An extra-cholesterol!
 
A slightly different version was posted on Twitter on February 4, 2010:
 
Q: What do you call an alien who eats too much cheese, egg yolks and animal fat?
A: An extra cholesterol!
 
     
Wikipedia: E.T. the Extra-Terrestrial
E.T. the Extra-Terrestrial is a 1982 American science fiction fantasy film co-produced and directed by Steven Spielberg and written by Melissa Mathison. It features special effects by Carlo Rambaldi and Dennis Muren, and stars Henry Thomas, Dee Wallace, Robert MacNaughton, Drew Barrymore, Peter Coyote and Pat Welsh. It tells the story of Elliott (Thomas), a lonely boy who befriends an extraterrestrial, dubbed “E.T.”, who is stranded on Earth. Elliott and his siblings help E.T. return to his home planet while attempting to keep him hidden from their mother and the government.
   
2 May 1998, Birmingham (UK) Evening Mail, “Warm welcome at Floyd’s place,” pg. 18:
What do you call a fat alien?
An extra-cholesterol! (Ask you mum and dad to explain!)
   
Google Books
The Megatastic Kids’ Joke Book
By Peter Coupe
London, UK: Arcturus
2001
Pg. 629:
What do you call a fat space alien?
An Extra-cholesterol!
 
Twitter
Diane G‏
@machroi
@mandyconforth @crittyjoy What do you call a fat alien?....An extra cholesterol.
9:59 PM - 5 Mar 2009
 
Twitter
Kevin Jackson‏
@kevinlfj
What do you call and overweight alien? An extra cholesterol!
5:50 AM - 13 Mar 2009
         
Google Groups: alt.philosophy
Borgs & Easter
Immortalist
4/8/09
(...)
What do you call an overweight ET ?
An extra cholesterol !
 
Twitter
jimmy turner‏
@joke_of_the_day
Q: What do you call an Alien who eats too much cheese, egg yolks and animal fat? A: An extra cholesterol! http://bit.ly/as2PXv
2:32 PM - 4 Feb 2010
   
Google Books
101 Amazing Space Jokes
By Jack Goldstein
Andrews UK Limited
2013
Pg. ?:
What do you call an overweight ET?
An extra cholesterol!
 
Twitter
Shit Jokes‏
@ShitJokes
What do you call an Alien who eats too much cheese, egg yolks and animal fat? 
An extra-cholesterol.
2:33 PM - 6 Feb 2016
 
Reddit—Jokes
What do you call a fat alien?
submitted May 20, 2016 by BoySprout
An extra-cholesterol.
...I’m so sorry.
 
Twitter
Shit Jokes‏
@ShitJokes
What do you call an Alien who eats too much cheese, egg yolks and animal fat?
An extra-cholesterol.
9:39 AM - 20 Jan 2018