جَاءَنِي مُسْلِمِيَّ — My Muslim companions came to me.
جَاءَ is the past verb; نِ is nūn al-wiqāyah; its attached -ي is the object pronoun (“to me”).
مُسْلِمِيَّ is the nominative subject, a sound masculine plural in possessive iḍāfah. Its final possessive yāʾ is mudāf ilayh.
There are two different first-person yāʾs in this one sentence, with different functions.