In the Church of the Twelve Apostles in Rome there were some relics of the apostles Phillip and James the Just or Less. Because of the consecration of the Church of the Holy Apostles on May 1, and the relics of St. James preserved in this Church, the Feast of James the Less was joined with that of St. Philip and celebrated on this day.
The stational mass is said here on all Fridays in Ember week and on Easter Thursday. The Apostle St. Philip was one of the first chosen disciples of Christ. He preached the Gospel in Eastern Europe, and in Phrygia, and in the end suffered death by crucifixion. St. James governed the Church of Jerusalem for nearly thirty years, until about 62 A.D. when he was stoned to death by the Jews.
(Source: The New Roman Missal by Father Lasance)
Commentary: Tradition says that Saul, the persecutor of Christians, witnessed St. James stoning and was curious about St. James” looking to heaven and saying the name of Jesus as he died. Later Saul was personally called by Jesus, converted, and became the great Apostle St. Paul.