A previous Stack question (before I joined) asking about continuity in GR received replies which suggested that Curvature would be discontinuous at say a planetary boundary (assume no atmosphere for simplicity). I will analyse some basics of this and then return to that question.
It is true that the Stress-Energy Tensor $T{_a}{_b}=0$ outside the body and is nonzero in the interior resulting in a discontinuity at the surface. This would imply that the Ricci Tensor $R{_a}{_b}$ is also discontinous at the boundary, and zero in the vacuum part as expected from the Einstein equations. However the Riemann Curvature Tensor $R{_a}{_b}{_c}{_d}$ (which generates the physically measurable accelerations) has contributions from the Weyl Curvature Tensor $C{_a}{_b}{_c}{_d}$ as well. In fact the Ricci Tensor "hands over" to the Weyl Tensor at the boundary: thus the Riemann Tensor stays non-zero there. However this "hand over" does not imply continuity, unless there is some GR Theorem which says that the Riemann Tensor stays continuous in this region.
Also in the Newtonian approximation the analogous role is played by the gravitational potential $\phi$ in the Poisson equation $\nabla^2 \phi = 4 \pi G\rho$. Clearly this shows a discontinuity too as the density $\rho$ suddenly drops off at the boundary. However the discontinuity is in the second derivative of the potential: the potential itself is continuous. This means that in exiting a planetary cave or mine one does not suddenly meet a change in Gravitational potential.
However I do not know any theorem in GR which guarantees such continuity. The applicable in-the-large scenario might be the surface of a neutron star; there may be in-the-small particle models too.