The circumcised believers who had come with Peter [to the house of Cornelius] were astounded that the gift of the Holy Spirit had been poured out even on the Gentiles (Acts 10.45).
One perennial problem for Christians, Jews, and persons of all shapes and sizes is the constant disposition to try to delimit the range of God's activities, to define the parameters of the presence of his grace. Oftentimes we have difficulty believing that God might be present with that group of "believers," or that she might worthy to participate in various activities at our church, or that he might be doing the legitimate work of God even though his understanding is "false."
The first Judean believers in Christ had the same problem: they were astounded that God might have given the gift of the Holy Spirit to Gentiles, to ethnic outsiders who, in spite of all the favorable things which might be said about them (e.g., 10.2, 22), are nevertheless outside of the covenant and the promises. Now some of them repented of their excessive exclusivism in the face of God's work, but others (as we know well from the evidence of the Pauline corpus) maintained their hard-heartedness, refusing to accept the Gentiles on equal terms.
The problem is fundamentally one of theology. As many theologians appreciate, the covenant God made with the Hebrews was not pursued for its own sake, as if this particular covenant were the end of all of Yhwh's activities with humanity. Rather the covenant with Israel is instrumental in God's dealings with the entirety of creation, with all of humanity. The Jews were to be the means by which all the nations of the world are reconciled to God; they were to be "a kingdom of priests" (Exod 19.6), mediating between God and the world, and "a light for the Gentiles . . . that my salvation may reach to the ends of the earth" (Is 42.6, 49.6). It is Isaiah himself who says that the salvation of merely the Israelites is "too small a thing" (Is 49.6). The disbelief or astonishment of some at the sight of the reception of the Gentiles of the Holy Spirit perhaps originated from a failure to perceive that God's soteriological purposes include the Gentiles as much as the Jews.
Now this doesn't entail that every appearance of favorable religiosity is genuine; the lordship of Jesus Christ must still be preached, and it is at the preaching of Christ that the Gentiles received the Holy Spirit, not through other means. But when we find that someone has come to believe in Christ, we ought to rejoice that God has included yet another soul in his fold, not to object that it can't be, that his theology is heretical, that she doesn't dress as she should, etc. As I commented in an earlier post on Peter, God makes use of people whose vices we don't tolerate, just as he makes use of us whose vices are intolerable as well.