Would something like this be out of the question?
King: Margrave, you are ordered to initiate the construction of a temple of X. I have decided that there shall be a temply of every religion in the city.
Margrave: I can not, Your Majesty, do such a thing in good conscious. The mere idea of exposing my people to such a religion prevents me from complying.
King: How dare you refuse my will!
King: Duke, Your Margrave has openly refused a Royal Order. Have this Margrrave of yours replaced by one who will do as ordered.
Duke: Yes Oh King.
King: New Margrave, build my darn Temple now!
New Margrave: Of course Your Majesty, it is about time these people are exposed to the true faith.
King: Whatever. I have little interest in your religious views. Just build that temple temple.
This assumes the king holds enough sway with the Duke, Judge and population to push something like that through. The premiss is that the king has what he feels is a good reason to build such a religious sector. Some perceived diplomatic or bureaucratic advantage. This would also suggest that the king is not strongly tied to their own faith.
