The Thing (Ben Grimm) is Jewish
NOTE: After posting this I was reminded in the comments that this question is about the MCU (Marvel Cinematic Universe) and not Mavel comics in general. Leaving this up here anyway as a reference.
As this article on CBR explains:
“In Fantastic Four (Vol 3) #56, Grimm returns to his old neighborhood and reunites with Mr. Sheckerberg, a pawn shop owner he knew as a child. Flashbacks during this story reveal his Jewish heritage. Grimm even recites the Shema for a dying Mr Sheckerberg, as it's traditional for Jews to say that prayer as their last words.”
“After thirteen years as Thing, he has a Bar Mitzvah. The comics show him at a synagogue reading from the Torah, one of the most overt displays of Judaism in comic book history. Not only does he reclaim his Jewish heritage, but the Bar Mitzvah ceremony draws an astute parallel between becoming an adult in the religion and his transformation.”
More details on Fantastic Four, Volume 3, Number 56 can be found here.
“Checking on Hiram, Ben begins to think that he is dead and begins reciting a Jewish Kaddish over his body. However Hiram wakes up very much alive. Hiram is impressed that Ben hasn't forgotten what he learned in Temple over the years. This follows into a discussion about Ben's faith and how he doesn't talk about how he is Jewish to the press.”
Even before this explicit explanation of Ben Grimm’s Jewish roots, the creator of the Thing (Jack Kirby) sent out Hanukkah cards like this:
