Among those sahaba i could find so far with the help of the list of sahaba provided by the Arabic wikipedia:
There are from the former Jews of bani Quraidhah/Qurayzah:
- Assad ibn Ka'ab al-Qordhy (?) أسد بن كعب القرظي
- Ussayd ibn Ka'ab al-Qordhy أسيد بن كعب القرظي
- Tha'albah ibn Saa'ya al-Qordhy ثعلبة بن سعية القرظي
- Assad ibn Saa'ya al-Qordhy أسد بن سعية القرظي
- Tha'labah ibn abi Malik al-Qordhy ثعلبة بن أبي مالك القرظي
- Rafa'a(?) ibn qodha al-Qordhi رفاعة بن قرظة القرظي
From the Jews of bani Qaynuqa'
- ثعلبة بن سلام بن الحارث (the brother of Abullah ibn Salam).
- Abdullah ibn Salam عبد الله بن سلام
Scholars of Tafsir say that among the first Jews of medina whom accepted Islam you 'll find: Tha'alaba ibn Qais ثعلبة بن قيس , Sallam the son of the sister of Abdullah ibn Salam سلام بن أخت عبد الله بن سلام and Salamh the son of his brother سلمة بن أخيه and Yameen ibn Yameen يامين بن يامين
- Aslam the black sheperd أسلم الراعي الأسود (he died before even praying one single prayer, as he imediatly joined the jihad against the Jews of Khaybar after his conversion) he was an Abessinian so it is unclear whether he really was a Jew, maybe he was Christian ...???
Other former Jews:
- Jabal ibn Jawwal a-Tha'alabi جبل بن جوال الثعلبي
- Zaid ibn Sa'ana (?) زيد بن سعنة (A former rabi)
Also note that Umm al-Mu'mimneen Safiyah was a former Jew from Khaybar
Among the Christians I found:
- Simawayh al-Balqaawi (?) سيمويه البلقاوي
Note that Salman al-Farisi سلمان الفارسي has checked different faiths before he started searching for Mohammad ()!
Also note that the Prophet's concubine (at least this is the majority view) Maria al-Qibitya was a former Christian.
NOTE THIS LIST IS INCOMPLETE (also because we have differences in opinion on who's a sahabi or not about some names, but certainly because I've not even checked all names on the Wikipedia list)