My brief scan of the wiki shows that they were pagans and didn't have an organized religion.
They were norse (vikings). The norse religion was pretty well established, with festivals, rituals, centers of worship, and clergy often forcefully refusing conversion and leading rebellions against christians.
And they conveyed to orthodox Christianity fairly early in the time line
It still took a few generations which, even in BM-time, corresponds to a few RL years.
