Place it at the exact beat where a prank is revealed, then follow it with a shocked reaction before cutting to an embarrassed laugh. That order sells the setup, the reaction and the recovery, and keeps the bit centred on the person caught out.
About this sound
This clip is a very short burst of loud, exaggerated moaning that lasts under a second, with a strained, breathy vocal sound and no words at all. It feels awkward, startling and deliberately over the top, the kind of noise that makes a room go quiet for a beat before everyone laughs. It works because it sounds far more dramatic than the tiny moment it interrupts.