It is a convention to say Kloosterman sums and Bessel functions are similar.
There are papers talking about Bessel functions on $p$-adic group (associated with a representation) such as Baruch's: http://www2.math.technion.ac.il/~embaruch/GLn/func.pdf
But I did not see why it is related to classical Kloosterman sums even in the case of $\mathrm{GL}(2,\mathbb Q_p)$.