We play golf on the moon = Nous jouons au golf sur la lune.
However, puns are difficult to translate into a foreign language because of the differences in syntax and sounds. "I mustache you a question" is really a play on its phonetic similarity with "I must ask you a question."
In French, that would be "je dois vous poser une question," and "dois vous poser" in no way sounds like "moustache," which is the French word for "mustache." Hmmm... I wonder where this English word originally came from? :D