If I want to know my Covid risk, I am interested in the risk to Jewish (by ethnicity) people as opposed to BAME, which tells me nothing about my own personal risk
Yes, exactly. While labels such as BAME, LGBT, etc are useful in some contexts to describe groups, they don't mean anything on an individual level (unless one is being described as being part of that community/class of people). It's like when people say 'so and so has come out as LGBT' - it makes absolutely no sense.
For OP's question, which seemed to mean are Jewish people at increased risk from
COVID-19, there is obviously the purely genetic aspect, which will be relevant to many.
Separately from this, the people who are Jewish in terms of religion/culture, including a small proportion who do not have 'Jewish blood' as a class share other COVID risks. Although the latter might not be of a Minority Ethnicity (and, if they're white, will therefore not be BAME), it's this religious/cultural group which is likely to share a common experience of structural racism that BAME people face which serves to increase their COVID risk (possibly in addition to any genetic risk).
On top of the shared BAME/discrimination risk, as I understand it, there are also risk factors specific to the Jewish religious/cultural community.
So while there may be very specific contexts in which it's helpful to class Jewish people as BAME for the purpose of COVID risk, I think it's potentially dangerous to generalise to such a degree when one is weighing the risk of a potentially deadly disease, as this label doesn't tell the whole story.
From what I've seen, I think purely genetic risk for Jewish people still needs to be studied/published in terms of COVID, as this isn't covered in either of the Jewish religious/cultural report or the government's BAME report.