Pentecost was the fulfillment of the promise that Christ would baptize "with the Holy Spirit and with fire" as that was the day when the Spirit was poured out on all flesh, even as the Prophet Joel had spoken. So that was the inauguration of the Church's mission. But these were the same people, the same followers of Jesus on and after as they were before. Christ established His Church with His Apostles; we speak of Pentecost often as the birth of the Church, but the Church existed before Pentecost--it was established by Jesus while He was on earth, in the midst of His Apostles; "On this rock I will build My Church".
"Paul replied, 'I am a Jew, from Tarsus in Cilicia, a citizen of no obscure city. I beg you, permit me to speak to the people.'" - Acts 21:39
"I ask, then, has God rejected his people? By no means! For I myself am an Israelite, a descendant of Abraham, a member of the tribe of Benjamin." - Romans 11:1
"though I myself have reason for confidence in the flesh also. If anyone else thinks he has reason for confidence in the flesh, I have more: circumcised on the eighth day, of the people of Israel, of the tribe of Benjamin, a Hebrew of Hebrews; as to the law, a Pharisee; as to zeal, a persecutor of the church; as to righteousness under the law, blameless. But whatever gain I had, I counted as loss for the sake of Christ. Indeed, I count everything as loss because of the surpassing worth of knowing Christ Jesus my Lord. For his sake I have suffered the loss of all things and count them as rubbish, in order that I may gain Christ." - Philippians 3:4-8
Paul was still a Jew. Just as all the original Jewish Apostles were and remained Jews. Just as all early Jewish Christians continued to be Jews. Christians consist of both Jews and Gentiles, together, as one People, in Jesus Christ.
Of course they were still Jews. The dispute between Paul and Peter was that Peter had been intimidated by the envoy from Jerusalem, and so he compromised the integrity of his ministry--St. Paul rightly and correctly called him out on this and rebuked him for it. It doesn't change the fact that both Paul and Peter were Jews, and that there were both Jews and Gentiles in the churches of Galatia.
Religiously speaking they never changed religions. They were devout observers of the Jewish religion during Christ's earthly ministry, and devout observers of the Jewish religion afterward; but their understanding of what that religion meant and entailed was radically and forever changed by their experience with Jesus, because Jesus is the Christ. Of course everything must now change, the Messiah has come and brought with Him the kingdom of God, and with Him the redemption of the whole world. For the Messianic Kingdom has come and with it peace with God, salvation, forgiveness of sin, and the Gospel to all nations.
The early followers of Jesus would never have considered their religious identity and affiliation as changed, they had not abandoned the religion of Abraham, Moses, and all the Prophets; they were of this religion which has its fullness here in the Person of God's Messiah, Jesus of Nazareth.
-CryptoLutheran