Surprisingly enough, there is quite a bit of Roman inspiration in Jewish and Christian works. At the Royal Complex at Herodium, there is a bathhouse built by Herod that is built in Roman custom. Though columns are hardly ‘just’ a Roman thing, they are also present outside of the Temple of Solomon. In one of the Jewish Catacombs, there are decorations in the painting, under the menorahs, that are similar to decorations and art found in Pompeii. The Beit Alpha Synagogue once resembled a Roman basilica, and in the center of its Mosaic the god Helios is present (which is probably the most unique aspect of all of the art we have looked at). Though a minor thing, the Oratory of Galla Placidia depicts Saint Lawrence wearing sandals of Roman origin (as he was a citizen of Rome before his death).
These are just some things I found, but I thought them to be evident of the influence Rome had for quite some time.