It took a few searches (!), but yes - they are brothers:
Lawsuit With *******
In 2009 Jay was sued by his ******* Jim Grdina. The lawsuit stemmed from Jay and Jenna's 2003 attempt to buy Penthouse Magazine. Jim reportedly initially loaned Jay and Jenna $250,000 to buy Penthouse. When the deal fell through he was only paid back $125,000. Jim then reportedly loaned his ******* $275,000 in 2006 which was not paid back. Jim also alleged that he was a partner in Jenna's website ClubJenna and did not receive his share of the proceeds when the business was sold to Playboy.
Interestingly, Jay's ******* Jim ALSO has an adult-film connection. Jim married adult film star Bibi Jones in 2014 and they have several ******** together.