So let's go back to this vision of Jung's ... do you think this means that Jung got initiated by Mithras and Christ, whatever that means in those spheres?

And since I've already mentioned von Franz, I read somewhere that when she was very young and had just met Jung or was about to meet him she had the following dream: she was walking along a road and some Greek gods were sitting beside that road, begging for alms. She attributed her decision to work with Jung partly to this dream. Her big initiatory dream, on the other hand, which came later and to which she referred as containing 'her myth', was about the birth of Aphrodite. As far as I know, the details of that dream are not published; she said it was very long.