You'll find a picture of how to sign 'Jesus' and a few other religious words at this link: http://www.lessontutor.com/ees_asl_relgious.html
Elaine Ernst Schneider, my website partner and primary ASL Consultant, describes the action for signing 'Jesus' as:
"Hold both hands in front of the body at chest level, palms facing one another. Touch the longest finger of the right hand to the palm of the left hand. Then touch the same finger of the left hand to the right palm. Note: This signifies the nail scars in Jesus' hands."