I've never heard of ''Jesus ponies,'' but this is my guess:

According to Scripture, Jesus rode into Jerusalem on a white donkey. There's an old tradition (this legend has nothing to do with Scripture, really) that says that Jesus treated His donkey so well that the animal stood by while He was crucified, wailing and mourning at His Master's anguish on the Cross. The donkey was so affected by the crucifixion that when Jesus was finally removed, the image of the cross was left on his back. To this day, nearly all donkeys have this same image across their backs. The long line of the cross starts at the mane, and the short line goes from shoulder to shoulder. I don't know how much of this I actually believe, but it's a nice story.

Peace,

Drew