J.M.
I am Jewish. My husband is Catholic. We both grew up in pretty religious homes. Just a couple of things after reading the posts:
1. Only Christians believe that Christians and Jews are really "Jews+Christ." I'm not saying that's wrong, but Jewish people would fundamentally disagree. For Jews, "Messianic Jews" are Christians. Again, fine, but if you are attempting to straddle the line that way, I think that you'll find that you end up being left out of both communities.
2. Do you want them to believe something in particular, or do you just want them to be exposed to different beliefs? Really different things. Either one is fine, but I think that you would approach the whole question differently.
3. This is what we do: Our kids are Jewish. We have them identify as Jews. This also means that we celebrate the Jewish holidays in our home, and they will go to Jewish religious school. But they know that Dad is Catholic, and we celebrate Christian holidays with his family. Sometimes he takes them to Church for those holidays (but mostly he doesn't - his perogative). The one exception to this rule is Christmas - Santa visits them at our home. But we explain that by saying that Santa got used to visiting Daddy when he was a little boy, and now he likes to visit dad's kids. Everyone was worried that they'd be "confused" but you know what? It's totally great. My daughter completely gets that people can be different religious and celebrate different holidays, even if they're in the same family.
You might want to check out and see if there are local interfaith groups. My husband and I had to take a class before we got married, and it was pretty helpful. Sometimes reform temples can refer you.
Good luck!