Yemen, at the southern tip of the Arabian peninsula, does not exactly have many Jews today, but it does have a rich Jewish tradition... including a Jewish king, Dhu Nuwas, all the way back in the 6th century. Does he come with a fantastic story? You bet!
Before we get to Dhu Nuwas, we need to deal with his predecessor, the goyishe Dhu Shanatir. Not only was he king of Himyarite Kingdom (modern Yemen) for 27 years, he was also a serial killer. Shanatir lured young men into his bedchambers, raped and killed them. That was until one of them took a knife and stabbed Shanatir in the... anus. That man was Nuwas, who took over as king. (Not sure exactly how rules of succession worked in old Yemen.)
Historians believe that Nuwas converted to Judaism, growing out his payos to put fear in all who opposed him. Among those were Christians, who he decided to persecute because they persecuted Jews. An eye for an eye, if you will. During his decade-long reign, Nuwas' armies ravaged through the area, killing many.
It didn't end well, of course. After the Aksumians (modern Eritrea) attacked, Nuwas was defeated and did not want to be captured. So he rode his horse off a cliff into the Red Sea, pretty much putting a kibosh to Yemenese Judaism.
So much for that fantastic story...