Could we not say that Jesus was the first Evangelical Jew?

Actually, no, since the Pharisees were already “evangelizing” long before Jesus was born — as Jesus himself acknowledges in Matt. 23:15 ! Although, mind you, he says that the Pharisees were doing a sloppy-ass job of it:
Woe to you, scribes and Pharisees, hypocrites! For you travel across sea and land to make a single proselyte, and when he becomes a proselyte, you make him twice as much a child of hell as yourselves.
In plain language, the accusation here is that the Pharisaic Jews were expending a great deal of proactive effort to win converts to Judaism from among the pagans, but evidently their focus was on the quantity of converts, not on the quality of individual conversions — so they ended up with a bunch of “new Jews” who had the stereotypical hotheaded zeal of fresh converts, but with a very poor understanding of the Torah.
From Googling, I get the impression that Jewish proselytizing of Gentiles was definitely going on in the late Second Temple Period (like, say, 200 BC – 70 AD), but there is scholarly disagreement about how common it actually was. So it may be that Jesus was exaggerating a bit when he said that the Pharisees were so eager to get converts that they would travel over land and sea to do it.

Too bad Jefferson didn’t read the Talmud or the Mishneh

Quite apart from the fact that reading the Talmud and Mishneh might have given Jefferson a better appreciation for the “depraved religion” of Judaism, it might have also given him pause in dismissing the “ignorance, untruth, and charlatanism” in the teachings of Jesus that TJ assumes to be later interpolations.
By which I mean that Jesus came from a Jewish tradition that frequently used hyperbole and figurative language for illustrative purposes, and that Jesus’s remarks about commanding a tree to uproot itself and walk around, and his advice to pluck out thine own eye if it offends thee, should be understood within this tradition of rhetorical exaggeration.
Incidentally, a Jewish friend once quoted to me a story from the Talmud that ends with the “punchline” in which God falls down laughing and says “My own children [meaning, the Jews] have outwitted me!”
I suspect a lot of Christians would find it shocking and presumptuous that the rabbis would have made up a story in which God says that the Jews are smarter than He is! However, there is an ironic element in God’s comment about being “outwitted,” and the point of the “made-up story” is, in fact, to illustrate how sublime God’s wisdom is.

“Because if you’re just sitting in the seat, you’re taking a plane ride. But if your seatbelt is on, you’re wearing the plane.”

LOL, Emily!
Then there’s the entire sub-genre of “Gentile Jokes” in Jewish humor — which are noteworthy because Gentiles are only ostensibly the butt of the humor, and the jokes are in fact self-deprecating gags told by Jews about Jewish stereotypes, e.g.:

A Gentile man phones his mother: “Hi, Mom — I know that I promised to come over to your place for dinner this evening, but my buddy at work got some free tickets to the hockey game and invited me to come with him.”
The Gentile mother says: “Okay, dear, have a nice time!”

Or:

A Gentile is in an upscale clothing store. “How much for that jacket?,” he asks.
“$500,” the salesman says.
The Gentile says, “OK, I’ll take it.”

(The person who told me the second joke explained that the self-deprecating humor here is not that “We Jews are tight with money” but that “We Jews have a compulsive need to turn everything into a debate” — thus, both of the above jokes are playing on the same stereotype.)

Jefferson, would not be comfortable religiously at evangelical churches today

Most Christians from throughout history would not be comfortable with the breezy way in which evangelical churches today treat God as a buddy instead of in holy awe.