We don't have an origin story for Mihawk yet, he has a cross as a chain. There is a church at Thriller bark where Nami almost got married at.
Then Kuma arrives there with a bible and transports Perona to Mihawk(I think). Kuma and Mihawk might have some friendship because of the church stuff. '
It's a clear reference, I like it. Zolo heard they are friends from Kuma which is why he said nothing to Sanji.