Jesus, Mary, John and all the Twelve Disciples are Jewish, and, to the best of our knowledge, are buried well within the norms of Jewish tradition. Only starting primarily in the fourth century, post–Constantine, at which time much of First Century history is retouched by the dominating and domineering Catholic Church, are these key personages somehow morphed out of their very explicit and clear–cut Orthodox Jewish identities into more universal identities.
Only the apostle Judas Iscariot, singled–out to be demonized by the Church, is first demonized, and then markedly left with his full Jewish identity intact.
To be more specific, in fact the entire group – Jesus, his disciples and his family – were all Orthodox Jewish (Pharisees).