Look at Middle Ages and Reformation-era Europe before and during the time the USA was colonized.
Jews and the "wrong kind" of Christians were forcibly converted, had to flee, or were killed.
Look at Spain in 1492. NOT because of Christopher Columbus. But because Queen Isabella and King Ferdinand "celebrated" the unification of Spain by ordering all Jews to leave within two months, convert, or be executed. Many Jews left. Many Jews converted. But the Spanish Inquisition was suspicious of the conversions, fearing they weren't "sincere" enough. That's right, they told Jews convert or die, and when Jews converted, they wondered whether the conversion was sincere.
Martin Luther -- I assume you've heard of him -- preached the theology of Protestantism to the Jews. When the Jews weren't impressed, preferring their own faith, Martin Luther preached and wrote a bitter, cruel anti-Semitism, including burning down synagogues with the Jews inside.
"Convert or die" didn't originate with Islam.