The purpose of religion is to create a cultural institution which maintains the status quo, and if you want change you have to fall away from that. Religion can provide a story with the opportunity to take the world and challenge it in dynamic ways and ultimately forcing your character to change and grow.
Don’t preach – Sounds kind of counter intuitive, but believe systems tend to work best when your reader doesn’t feel like they’re being given a sermon (unless that’s part of who your character is). Have your character reveal their spiritual beliefs though communication with others, interaction with their environment, their actions toward themselves and others, and setting. Show their internal and external conflict when it comes to believing or rejecting their faith system.
Have substance – if you choose to include a belief system into your world, give it some substance. When your characters interact with one another, do they use words or phrases? What about religious relics, idols, or institutions that the character would interact with? You don’t have to come out and explain their beliefs in detail, simply use their speech and actions to show their faith as people would naturally do in the real world.
Motivation – there are reasons why people believe what they do. Did they grow up with these belief systems? Did something traumatic drive them to adopt this religion or give it up? Did they experience pain, suffering or lose that caused them to question, modify or seek out their spiritual beliefs? What happens when your character’s faith is challenged? Are they forced to change or do they do it willingly?
Goal – What does having a religion or rejecting it give your character? How are their needs being met by their beliefs? When they’re in conflict with another person or people who share a different belief, how does your characters desire to maintain their beliefs affect them?
Your character’s religion or lack of it are the reason they are who they are, and through religion you can reveal layers by forcing them to think through their beliefs and discover what really is at the core of who they are.