minor linguistic issue ... viking wasn't a people, but the old norse name for going out in the world to pirate, raid or trade depending on the opposition they had at the exact moment, later including conquering. (and they could easily do everything on the same trip, being rather pragmatic about what would give the best returns)
The Norse Faith was argubly 'dead man walking' from Charlemagne onwards as he pushed quite aggessively for missionaries being sent north. And while Christianity didn't get a solid grip before ~950-1000ad, helped from the fact that the norse settling down in Normandy or the Brittish isles quickly converted, and the interrelational trade between them and their homelands, and to a lesser degree between the Swedish (mainly) and down the Rus Rivers to the Eastern Roman Empire where many hired themselves out as mercenaries in the Varangian guard (Harald Hardrada being one of the most famous).
As for getting a unified Scandinavia, most often used PoDs are a successful north sea empire (with or without England), or a staying Kalmar Union, which had boatloads of issues, as the the focus for each contry was quite different, with Denmark (and the king) focusing aggessively south towards the north germanic dutchies, Norway (such as it was, with the decimination of the nobility by the Black Death), focusing on merchantile relationships towards the North Sea Isles and Frisia, and Sweden focusing aggessively towards the baltic countries and proto-russia, while aiming at a merchantile relationship with north germany to trade their Iron ore. The differing opinions between how to act towards North Germany being the primary disargeement, together with simply not being able to focus in all directions as once