SAY NOW, 'Christians': you're praying to a JEW RABBI! Questions about JESUS: Father Kenneth Doyle answers

[Andrew 'Andrzej' Baron]

You are right: Jesus was a Jew. He was born a Jew, brought up a Jew, was
steeped in the Jewish Scriptures and, as we read in Luke (4:16), went to
the synagogue on the Sabbath day "according to his custom".

To answer your question as to when Jesus "became a Catholic", I would say
never. He couldn't have, in fact. The church was first called Catholic
only by Ignatius of Antioch in about 100 A.D.

https://catholicphilly.com/2013/05/catholic-spirituality/was-jesus-a-jew-or-a-catholic-why-no-bells-at-mass/