The challenge is this;
Make up plausible alternatives to mainstream christianity using known cultural and religious elements common to the mediterranean and middle eastern cultural circles from around 100BC up to 300AD
In other words take gnosticism, judaism, zoroastrianism, egyptian mith and religion, myriad son-of-god and messiah sects, platonism, pitagoreism, mystery cults, etc... and mix them up in a plausible way so you dont get christianity, but, for instance, something that resembles hinduism, or something like catholic religion with more than one messiah (lets say this particular religion accepts reincarnation, then the prophetic and messianic figures can reappear over and over again)
bonus if you work in a huge subpanteon of saints and depaganised or surogate deities, that does not exclude daemons, but into which the emperors can be included