Mountain Jews, or Juhuri, are Jews of the eastern Caucasus, mainly of Azerbaijan and Dagestan. They are also known as Caucasus Jews, Caucasian Jews, or less commonly East Caucasian Jews, because the majority of these Jews settled the eastern part of Caucasus, though there were also historical settlements in Northwest Caucasus.
In terms of ethnic origin, it is assumed that the Mountain Jews and Tats have inhabited Caucasia for a long time. Their distant forefathers once lived in southwest Persia, the south-western part of present-day Iran. It was there that they adopted the Middle Persian language. The predecessors of the Mountain Jews settled in Caucasian Albania in the 5th–6th century and from that time on their history has been related to the mountains and the people of Dagestan.
After fleeing persecution in Persia, they migrated north to mountain villages on both sides of the high peaks between the Black Sea and the Caspian. They still speak a dialect of Persian and few Juhuri know more than the odd Hebrew phrase.
For centuries Qırmızı Qəsəbə (also known as Krasnaya Sloboda in Russian) in Azerbaijan - perhaps the only completely Jewish settlement outside Israel - kept its traditions intact, surrounded by Muslims. The fall of the Soviet Union, however, in 1991 prompted a mass exodus. In recent years, the population has plummeted as inhabitants emigrate to Israel, America and Europe. It is the last stronghold of the Caucasus Mountain Jews, or Juhuri.
The number of Juhuro in the Caucasus regions outside Azerbaijan is also declining rapidly. In neighbouring Russia, the threat of Islamic fundamentalism[verification needed] and other violence has forced thousands of Mountain Jews to emigrate from Dagestan. In April 2003, vandals desecrated 42 Jewish graves in the region.
I encourage you to go read the Wikipedia article or this one here. There is also a neat book, with great pictures called Mountain Jews: customs and daily life in the Caucasus By Le'ah Midash-Shema'ilov, Liya Mikdash-Shamailov, Muze'on Yisra'el, much of which can be browsed through google books here.
And the connection to Jewish Marksmanship? According to one article:
"[l]ike the Khazars, the Mountain Jews were 'skilled horsemen and expert marksmen'. They loved horses and nature. Mountain Jews knew the value of self-defense and carried and owned many weapons (especially daggers)."
It seems like in all of the historic pictures of Mountain Jews online, the men are carrying long daggers and belts or outer pockets to accommodate rifle bullets. Mazal Tov!