Ironically, this sort of thing was what got many of them in trouble with the Inquisition in the first place. The Church has no authority over non-Christians, and the Inquisition's only real concern was heresy, so Jews were entirely out of their jurisdiction unless they claimed to be Christians (In which case they would almost certainly commit heresy when questioned).

Of course, these rules didn't hold up that well in the Spanish Inquisition in particular.