I think religious characters really highlight the setting. I'm not talking about divine fireballs or anything . I agree that the rules for divine peoples are interesting but limiting for PC's to play ongoing games. A player of mine commented that he could do more 'good' by using RoP:I stuff. I replied that his soul would of course go strait to hell and not collect 200 mythic pounds. Divine stuff is good to highlight that realm for a one off adventure maybe, but for an ongoing campaign... thats a different thing. Magic is the way to go .
I also feel that RoP: I has the same issue. I don't think my players have enough internal evil to keep that up really. Personally I generally limit PC's and companions to magic related books.
'Pious' characters: "Humility... is in order."
A Pious character should not be a disliked character. Being pious generally means being humble, understanding, and open. Unlike D+D Paladins, Mythic Europe has the best (and worst) type of demons.. sucker-punch demons. Players need to be aware of what is truly pious, righteous and humble, and what is prideful, self-righteous and ignoble. IMS, if I had a pretentious knight who thought he was gods hand in all things, I'd have a bunch of subtle demons building his pride up by giving him a bunch of evil diabolists that he can slay. Does this guy truly repent for killing men he deems evil? Thou shalt not kill, after all. If he doesn't 'mean' to repent, thats a tick in the box of 'Souls to Hell, thanks!' As soon as that box is ticked, send the high Might 'I kill you dead with + 30 to attack and + 20 to damage' demon before he somehow has an actual revelation.
Demons don't play fair. Kill those idiots.. they deserve death anyway. Demons aren't patient after all. Pride draws demons like honey draws flies
And don't give it away until you describe the heat of the hell fires... .
As a GM I have no problem with a truly pious character. He is calm and collected, compassionate and tries to help his fellow man find the kingdom of god. Some of the saints and holy men of the time are quite vigorous, but are pretty universal in their capacity to sacrifice themselves over destroying others. He doesn't dictate as he is humble. Think: Priest or friar. They attempt to convince, not control. They show goodness in their actions. Why would other PC's hate this character?
How to challenge this guy: Temptations to take the easier path. Its what the character is probably more interested in anyway.
A self-righteous knight goes forth and dictates to others what they do. He physically stops them from what he defines as 'evil' and does things that are against the party. He assumes God is on his side when he smites things, which he does a lot of. He often defines how 'good' he is by how tough he is. People hate this character because he attempts to control others actions. Demons love this dude.
A righteous knight goes forth and treats his tenants with justice and fairness. He spends many hours of his time doing good works. He finds the most wicked of diabolists, and while not stupid (he goes in armor and ready for a fight) he doesn't try to provoke them. He may use patience and prove by his actions they should repent. He repents to the local priest after he has killed them, not because he feels guilt, but because it was wrong.
Boredom level: Self Righteous knight is exciting. He lives his life day to day on the edge of his seat. He probably dies in an exciting feast of violence.
Righteous knight is not super exciting. He doesn't combat so much. He'd probably get killed by S R Knight. He spends a lot of time roleplaying with NPCs, or spending seasonal efforts on apparently non-optimal things.
To him however, he is ultimately choosing the most optimal build - because he gets to go to heaven .
Whenever I run games based around morality and goodness I try to give the feeling that slaying the wicked is not good. Saving the innocent is good.