Is there any relationship between Jewish and Christian customs?

Definitely. The "Lord's Supper" comes from the Passover meal (the seder) and the practice of baptism comes from immersion (t'vilah) in a special pool of water (mikveh). The Jewish marriage ceremony is also very similar to the marriage feast of the Lamb.

For more detailed information, see "God's Appointed Customs: A Messianic Jewish Guide to the Biblical Lifecycle and Lifestyle" and "God's Appointed Times: A Practical Guide for Understanding and Celebrating the Biblical Holidays."