Yes you do have a relationship with Christ in the Baptist faith! But you could have a complete relationship through the “bride” of Christ - His Church and His Sacraments -particularly the Eucharist. I know that you may have some trouble with this idea - that Christ is actually present in the Catholic Eucharist but it’s not symbolic!
I can imagine that the thought of eating Christ makes you go

(most of His followers did too) but it is a great mystery that He gave to us.
Here are some excerpts from an article about the “Real Presence”:
Jesus first repeated what he said, then summarized: “‘I am the living bread which came down from heaven; if any one eats of this bread, he will live for ever; and the bread which I shall give for the life of the world is my flesh.’ The Jews then disputed among themselves, saying, ‘How can this man give us his flesh to eat?’” (John 6:51–52).
His listeners were stupefied because now they understood Jesus literally—and correctly. He again repeated his words, but with even greater emphasis, and introduced the statement about drinking his blood: "Truly, truly, I say to you, unless you eat the flesh of the Son of man and drink his blood, you have no life in you; he who eats my flesh and drinks my blood has eternal life, and I will raise him up at the last day.
For my flesh is food indeed, and my blood is drink indeed. He who eats my flesh and drinks my blood abides in me, and I in him" (John 6:53–56).
No Corrections
Notice that Jesus made no attempt to soften what he said, no attempt to correct “misunderstandings,” for there were none. Our Lord’s listeners understood him perfectly well. They no longer thought he was speaking metaphorically. If they
had, if they mistook what he said, why no correction?
On other occasions when there was confusion, Christ explained just what he meant (cf. Matt. 16:5–12). Here, where any misunderstanding would be fatal, there was no effort by Jesus to correct. Instead, he repeated himself for greater emphasis.
In John 6:60 we read: “Many of his disciples, when they heard it, said, ‘This is a hard saying; who can listen to it?’” These were his disciples, people used to his remarkable ways. He warned them not to think carnally, but spiritually: “It is the Spirit that gives life, the flesh is of no avail; the words that I have spoken to you are spirit and life” (John 6:63; cf. 1 Cor. 2:12–14).
But he knew some did not believe. (It is here, in the rejection of the Eucharist, that Judas fell away; look at John 6:64.) “After this, many of his disciples drew back and no longer went about with him” (John 6:66).
This is the only record we have of any of Christ’s followers forsaking him for purely doctrinal reasons.
If it had all been a misunderstanding, if they erred in taking a metaphor in a literal sense, why didn’t he call them back and straighten things out? **Both the Jews, who were suspicious of him, and his disciples, who had accepted everything up to this point, would have remained with him had he said he was speaking only symbolically. **
But he did not correct these protesters.
Twelve times he said he was the bread that came down from heaven; four times he said they would have “to eat my flesh and drink my blood.” John 6 was an extended promise of what would be instituted at the Last Supper—and it was a promise that could not be more explicit.
For the full article go here:
catholic.com/library/Christ_in_the_Eucharist.asp