What are you, some kind of crusader? What gives you the right to give him a "verbal warning"?
Firstly, are you his line manager / does he report to you?
Secondly, if a formal complaint is indeed to be made, it should be made to HR / his line manager.
Thirdly, you'll have a hard time proving that any questionable behavior actually took place - there is no documented proof.
It was just a harmless quip at work that you have obviously taken out of proportion.
In summary, mind your own business.