I've always wondered if Hoshino Katsura was a fan of Hellsing.
Jasdero and Devit are twin brothers who serve as antagonists in D.Gray-man. One of them has long blond hair, the other has multiple facial piercings and has short, black hair. They are also quite young. Their main opponent is Krory, who is a peudo vampire. In the fight that ensues between the three of them, Krory strengthens himself by having his blood move independently from his body.
In Hellsing, one of the earlier antagonists are the Valentine Brothers, who are newly transformed vampires. One has long blond hair, the other has facial piercings and short, black hair. Though they attack separately, their main opponent is Alucard who also wins the battle by making his blood transform and move independently from his body. The differences are quite obvious, but the fact that both brothers have a face-off with a protagonist vampire made it all the more unusual.
Another Hellsing-D.Gray-man comparison I would make is between Cross and Alucard's weapon of choice - a beautiful large gun with writing on it, that uses customized bullets specifically created for monster hunting. Cross's bullets are made for akuma, Alucard's bullets are made for vampires.
Most recently, there has been comparisons made between Apocryptos and Reverend Anderson. Both are priests who wear glasses and have a rather omnious presence despite being on the "good side".