The Malabar coast had lots of contact with Rome; Indians were seen in Alexandria in the 2nd century AD, and probably much before that. A canal connected the easternmost branch of the Nile and the Red Sea, through which ships could sail between India and Alexandria.
Many Jews are said to have settled in India after the Temple was destroyed; but most likely there were Jewish communities there much before (perhaps India was the ‘Ophir’ to which Solomon sent ships).
Thomas is said to have preached there, and a copy of a gospel in Hebrew was reported to have been seen there by a traveler in the later Roman period(IIRC).