What is the Hertz donut joke?

Back in the 90s, I remember playing some N64 after school when my dad came home from work. He comes into the living room and asks me what’s up and, as a teen, I say “nuthin” and keep playing while he just stands there. Out of the corner of my eye, I can see he’s looking at me with a stupid grin on his face that’s he’s trying to suppress poorly. Finally, he asks me to pause the game. I turn to him and he asks “You want a Hertz donut?” I obviously know this joke, but to make it worse, he’s already making a fist, ready at his side. I roll my eyes and say “No, I do not want a Hertz donut.” He just relaxes his hand and says surprised “Oh, you don’t? You sure?” I say I’m sure and he says okay and walks back out to his car, leaving me to return to my GoldenEye. A few seconds later, he comes strolling back in the room, with a box of a dozen donuts in his hand, while he’s eating one, with the same stupid grin on his face. On the box of donuts, “Dunkin” has been crudely crossed out and Hertz written beneath it in Sharpie marker. He walks into the kitchen saying “Guess you won’t be having these Hertz donuts!” I’m in awe. I follow him into the kitchen and he finally relents and lets me take a donut. I ask him “So, you bought these donuts, and just put this joke together on the way home?” He says he thought of the joke earlier in the day at work and had to buy the donuts for the bit. I start laughing hysterically thinking about him sitting at work itching to leave to pull this off. As we sit there, quietly eating these donuts, he breaks the silence with a mouth full of donut, with “Had to stop at CVS to pick up a Sharpie too.” I almost choked on the donut jimmies.