The deepest possible relationship one can have with Jesus is through full communion with Him in the Holy Eucharist, where we receive His Body, Blood, Soul, and Divinity (John 6:53-56). This is the most intimate union possible on earth, as we become one with Christ in a mystical and sacramental way. Beyond receiving Him in the Eucharist, the deepest relationship with Jesus involves total surrender, uniting our will to His (Luke 22:42), participating in His suffering (Colossians 1:24), and living in a state of grace through the sacraments. This deep union is exemplified by the Mystical Marriage, experienced by saints like St. Teresa of Ávila and St. John of the Cross, where the soul becomes fully conformed to Christ in love and suffering. Ultimately, this relationship reaches its fullest expression in Heaven, in the Beatific Vision, where we will see Him face to face (1 Corinthians 13:12) and share in His divine life for eternity.
I think it goes deeper than that.