In the latest (June 2006; VOl. 39 Number 3) issue of the Journal of Popular Culture, independent food historian Hanna Miller has a long article: "Identity Takeout: How American Jews Made Chinese Food Their Ethnic Cuisine."
Miller is scrupulous in not overstating her conclusions, and admits that some of the attraction lies in contradictory impulses. In some ways, Chinese food was appealing to first- and second-generation Jewish immigrants precisely because the food was in some ways familiar (heavy use of onions and garlic, the lack of dairy in meat dishes), the exotic nature of the food was also an attractant.
According to Miller's research, Jews were visiting New York's Chinatown at the turn of the century, but it was really the 1920s when the flirting turned into a full-fledged affair.
Excellent footnotes and bibliography, too. The journal is available online but I'm not sure if new articles are.