When S1 came out I wrote this thread about the Judaism references in it. Now, at that point I'd seen the season a few times and so it was reasonably comprehensive- here, not only have I only seen it once (for obvious reasons), it's also just a lot more inherently Jewish. So I'm sure I'll miss some things, and if you do notice something I left out, please mention it! All, of course, in no particular order.

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• Obviously, references to the Holocaust and intergenerational trauma from it are VERY present throughout. To reiterate all of them would take a while, so let's just say that overall she nails it (even if I have my own complicated feelings about the idea of doing a self-insert ancestral Holocaust story...). The gold thing, the emotional issues, the fear of German shepherds... all pretty much spot on. (Also, in addition to the stuff about the gold train, which AFAIK was accurate, in real life a large percentage of the Jewish population of Budapest managed to survive the war there, though not necessarily in hiding- many were in safe houses like Raoul Wallenberg's.)
• On a more specific note, with the thing with the priest, the show specifically mentions this but the stones on the grave thing, as noted by Spielberg, is definitely accurate. And I laughed at the "kugel fever" joke- kugel being a popular form of side dish traditionally served on the Sabbath by Ashkenazi Jews. At the gravesite, Nadia says "Shabbat Shalom" (or "peaceful Sabbath") and Maxine says "Lechaim" ("to life"/"cheers")- obviously just random bits of Hebrew, no real connection to anything you'd say at a grave. The man at the grave looks like he's probably meant to be an Orthodox Jew as well.
• Once again the show includes a random Jewish holiday reference, with Nadia-as-Nora referencing Purim, a Jewish holiday partly centered around intoxication, when choosing between two pills in E1.
• This season goes further with the "Maxine's building was once a Jewish school" concept- particularly in the final episode, as they can see a class being taught at the school (also called a yeshiva). Now, it's a super weird scene, not just because as with basically all depictions of Orthodox Jews on TV the hair is TOTALLY wrong but because for some reason there's Greek on the board...? But the Hebrew (though written on the board with the words in the wrong order) seems to be from the biblical book of Numbers, when Korah and his followers fall into Sheol, or the realm of the dead. (Maybe a reference to Alan's thing with his grandmother later...? Or Ruth's situation...?) In general, I will say that I'm surprised that there are so many Jewish references but it's not at all made clear that Nadia's neighborhood was part of the massive Lower East Side Jewish community at the turn of the 20th century (my grandfather grew up a couple of blocks away from Tompkins Square Park in the thirties, a bit after the bigger waves). I'm surprised that the yeshiva seems to be depicted as being from the seventies or so rather than earlier.
• The items which Nadia packs away from the family's confiscated possessions, and which are later converted to krugerrands, clearly include Jewish ritual items like Shabbat candlesticks (later shown on the subway when Vera and Delia are on their way to the exchange), a wine goblet used for rituals (called a kiddush cup), and what looks to me like an esrog box (an ornate holder for the citron used on Sukkot) and a fancy prayer book (siddur). I also think separately that there MAY have been a ketubah, or marriage certificate, on the wall of Vera's apartment but I could be wrong about that.
• Last but not least (for now)- and perhaps the weirdest and deepest-cut of them all- when Nadia is looking in Nora's mirror and sees two papers, one which says "the world was created for me" and one which says "I am only dust and ashes," that was directly out of a tale told about an early 19th century hasidic rabbi, Rabbi Simcha Bunim of Peshischa, that he said that everyone should have two pockets, and in one should be the words "bishvili nivra ha'olam" ("the world was created for me") and in the other should be "va'anochi afar va'efer" ("I am dust and ashes"). The idea is for a person to be able to see, depending on the moment, both their potential and their need for humility. While the above shows up very early on, in the last episode, after Alan picks up the pamphlet, Nadia makes an offhand reference to "two pockets." I have absolutely NO IDEA what this very random, blink-and-you'll-miss-it reference is about, but I am utterly fascinated by it.

Anyway, if I missed something please share it!