Not at all - you can take Aztec symbolism and ideas and easily slot them into a feudal society. In fact, I'd argue they work better than some of the religions already floating about Dwilight.
This is absolutely correct.
If Chénier hadn't insisted on the Aztec-inspired naming and such, I honestly don't see any good reason why his original Blood Cult ideas wouldn't have fit Dwilight just fine. From what I can remember of the basic principles, they were pretty abhorrent to modern Westerners, but would be relatively reasonable to a medieval non-Abrahamic society.