Jerome does it in 4x18, when he does the 60's Batman beat. Or it could be unintentional.
However Jeremiah is much more subtle, although he does it several times.
In 4x20:
.Trust me, you'll want to pay attention, or the twist at the end isn't going to make sense. (Or something like that)
.Jerome, beat me? Now will be the day.
.Jerome is dead, long live me.
(In these scenes, he looks directly at the camera, and it could be said that he is addressing the viewer when saying them)
In 4x21:
That and be... (he looks at the camera) Bastly more intelligent.
In 4x22:
. When he says: I know you can be so strong. I see it. He sees it, too.
In the final scene, the camera zooms in as Jeremiah smiles, his eyes fixed on the viewer.
PROMO TRAILER:
Wishing happy Halloween.
Or when he laughed madly in a dark room.
In 5x7:
. When he says: I want to be the star of the show! LOOKING AT THE CAMERA AGAIN, WITH A DIALOGUE THAT COULD WELL BE BEING DIRECTED AT US.
. When he says: No, not Bruce. Now begins.
In 5x12:
.When he says: I feel something new, something .. beautiful.
Now, in the comics, The Joker does this too, and it's not fully explained, but I think there might be a reason behind it here:
Jerome and Jeremiah, they were close to death at one point, well, Jerome died, and Jeremiah was sprayed with the gas.
And as Ledger Joker said: In their final moments, they show who they really are: And since both Jerome and Jeremiah are halves of the Joker, or in essence, the same divided in 2, they are also super sane, and therefore capable of recognize his status as a fictional character, or rather perhaps, that the world is false.
Or, it could be a natural ability, as others have been resurrected and have not made this case.
Anyway, what do you think?