Didn't see the show but as a medievalist, I do know some stuff about the "Holy Grail" and as a christian, I can vouch for the after death bit. The concept is that you are going to die. From there there seems to be two parts. I am no theologian of strong stature so I dont know how these are reconciled. I would say that one come from the Worship of Mithras where you pas into a paradise like heaven. But also, there is supposed to be a big ol ressurection where everyone that was cool in life gets brought back. So for christians you get a perfect resurrection at sometime in the future, or access to heaven, or possibly, both. But I am not sure.
Now, as for the holy grail. If one looks back far enough into Arthurian Legend, it starts off as a platter. In fact its supposed to be more a casserole dish than a cup and has about as much to do with Jesus of Nazzareth as mashed potatoes have to do with nuclear physics. Its a classic mixing of legends. The original celtic relic was a graal (plate for serving food) that when one partook from it was granted physical imortality or health or whatever. It is closely related to the Cauldron in celtic myth.
Aaron.