One group that interests me a lot is the Yue people of ancient southern China, who once were the majority population there but have long since been assimilated into Han Chinese civilization. It's believed that modern Cantonese people descend from them and that the Cantonese dialects are influenced by their languages. There's a population in Guangdong today called the Tanka people who are officially recognized as Han ethnicity by the Chinese government but have their own distinctive maritime-based culture - It's believed they more than other southern Chinese descend directly from displaced Yue minorities who were assimilated very late.
It would be interesting to see more Hellenic diaspora communities further east, as well. Outside of the Balkans and Anatolia, there are some Greek-speaking communities in Egypt, the northern coasts of the Black Sea, and the heel of Italy that likely have an ancient pedigree, but their survival is due to constant refueling from and contact with Greeks from the heartland. Communities in India and Central Asia claiming direct heritage from Alexander's empire would be interesting to see, especially if they maintained some form of Greek language. Imagine Indian "Yavana" or "Yona" communities speaking a hybrid form of Greek mixed with Indo-Aryan vocabulary and grammatical features, perhaps following some form of Hinduism incorporating hybridized Greek gods into their pantheon. Various other foreign ethno-religious groups survived in India, like the Zoroastrians, Syriac Christians, and Bene Israel Jews, so why not Greeks?
Indo-Iranian groups in western Eurasia, aside from the Ossetians, would also be interesting. The Scythians managed to spread everywhere from Hotan in China, where the Saka language was dominant until replaced by Uyghur, to Tunisia in the West, where the Alans arrived with the Vandals to carve out their barbarian kingdom in North Africa. The Scythians still have plenty of widespread descendants today, from the Ossetians in the West to the Pashtuns and the Xinjiang Pamiri Tajiks in the East, but it would be interesting to see Iranian-speaking communities in Eastern Europe and perhaps even Western Europe and North Africa.
As for other OTL examples on par with the Jews, I'd say that the Romani in Europe, the Parsis in the Indian Subcontinent, the Dungans in Central Asia, and the Tatars everywhere qualify.