In the Lucifer TV series, Luci and Michael were twin brothers (both played by Tom Ellis in some really fun scenes).
No mention of Jesus that I recall, though, other than a clever line of blink-and-you-miss-it throwaway dialogue in one episode.
On a semi-related note…
…I half-expected the characters to drop a Jesus joke in the Omnipotence City scenes of Thor: Love and Thunder, but I guess the filmmakers weren’t brave enough.
😏