In Jain Dharma, Krishna is known as a Vasudeva and a devout shravak, contemporary and cousin of Bhagwan Neminath. Jain texts describe his general observance of shravak-dharma and tapas (like upavās, poshad/poshadh, aṭṭham, chauvihār), but they do not prescribe or highlight any specific “Magshar month tap” done by Krishna in particular.

If you are thinking of Ekadashi or other Margashirsha vrats, those belong to Vaishnav tradition. In Jain tradition, month-specific Krishna-vrat is not mentioned; focus is on the path of the Tirthankaras and the universal practices of samyama, dāna, and tapas followed by śrāvaks.