They found a sanctuary here and Frank was elected to Parliament, as the Conservative MP for Suffolk in 1910, when he was just 32.
But when the First World War broke out, his career ended amid anti-German hysteria. It was sparked by an open telegram sent by a cousin, who still lived in Germany, asking him why he would even consider fighting against "the Fatherland".
Frank had always proudly held to his Jewish ancestry, but had gone to some lengths to conceal his Frankfurt origins. In hindsight, it was perhaps a bit of a giveaway that his father at home in Bury St Edmunds was called Adolph.
Frank fought at Gallipoli but, bruised by the rejection he suffered, travelled to France immediately after the war. There, he became a successful hotelier and a few years later helped found the King David in Jerusalem.
I was lucky enough to visit that great institution for the first time a few years ago, and I fell in love with Israel. I was bowled over by the energy and dynamism of that tiny country, a bright light in a dark area of the world.
I'm reminded of that spark more than ever during this year's Chanucah - and I've come to appreciate how precious a Festival of Light is during what is an increasingly uneasy time to be Jewish in Europe.
Despite not meeting most definitions of Jewishness, my name places me more or less daily at the centre of the Jewish conspiracy on social media. My family has apparently infiltrated the Royal Family, controls much of the press, and so on. If only the rumours were true, this mayoral race would be a breeze!
My experiences on internet sites like Twitter give me just a tiny glimpse of what the Jewish community too often experiences in the UK today.
I know from conversations with my own constituents in Richmond and North Kingston, in south-west London, that Jewish people are scared. That this is happening here in London, one of the world's most diverse, dynamic and welcoming cities, is incomprehensible.
When MPs can talk derisively about "Jewish money" influencing policy, when the leader of the Opposition refuses even to say the word "Israel" during a public forum, we know we're in trouble.
Of course this is unacceptable but I don't believe that, in a free society, we should, or even can, legislate against opinion, no matter how poisonous those opinions may be.
The freedom that this country gave to my ancestors - and to so many of the Jewish community - must be cherished. Invariably it will be abused but we cannot stop people from expressing themselves, and we must hope that in publicly expressing their views, they face justified ridicule and marginalisation.
But we can take a more robust approach to incitement on social media, which, despite its wonders, has given a platform to every bigot who wants one. We can direct our police to have a zero tolerance policy towards incitement against any community.
And we can lead by example. As an elected representative, the burden on a politician to promote tolerance and respect is higher than it is for others, and I take very seriously the need to challenge anyone who feels unable to meet that standard.
Britain's Jewish community is an inspiration. And its formidable spirit, its richness of culture and its ability to live life to the full are synonymous with Chanucah. If I am elected London's Mayor, I will do everything I can to celebrate, cherish and protect it.
These may be dark times but it's important that weeks like this encourage us to see all that is bright in the world.
