Looking at this as a timeline. What I'm looking at is Norse Paganism surviving into the 20th century. Reading about the history of the conversion of Scandanavia, several things stick out.
Norse Paganism stood up very well until kings in Denmark, Norway, and Sweden (in that order) converted and then used political pressure to convert others. Even in those countries, underground or quiet paganism went on for some time and there were some counterstrokes against Christianity. By to me why Christianity won comes down to two causes.
1) Greater organization among the Christian clergy and a desire to convert other others where as Norse paganism had a live and let live attitude.
2) Greater use of violence by the Christians in order to force compliance.
What I don't buy is that the Christian message won by its persuasive power.
I'm looking for possible POD. Ones I have thought of--
1) The defeat of Alfred the Great, leads to more Danish settlers in England. Missteps by the Christian clergy to their new overlords leads to a violent reaction again Christianity and "repaganization" of that country.
2) The violent overthrow of Olaf Tryggvason as King of Norway. Since Christianization was one of his chief policies, a violent overthrow could lead to violent pagan reaction and an increase in pagan identity.
3) Harald "Bluetooth" Gormsson never becomes King of Denmark. Not as clear on this one.
4) Thorgeir Thorkelsson, speaker of the Icelandic Allthing, decides in favor of Paganism or the Christians reject the compromise which was required for him to allow the conversion to Christianity. This leads to a Pagan "refuge" in the Atlantic and possibly motivated settlers in Vinland who are more numerous and literally can't go home. This is a separate timeline than one that leads to a Pagan Scandinavia.
What would be needed to "make it stick" long term.
Organization among the Norse Pagan clergy/population to counter conversion and if need be act violently against more militant crusades to convert the Norse.
What are your opinions and other ideas as fare as PODs?