I'm not all that familiar with Dick, although I know that Jack Preston King is a big fan, and I do know that he had a period of 'craziness' vaguely similar to that of Jung.
I agree with what you say he says about the Roman Catholic Church, namely that they created a Christianity of their own choosing.
I haven't seen that documentary, but I am aware that some think there is a close connection between Jesus and Eastern ideas. There is even a speculation that Jesus survived the crucifixion and died in India.