I notice that your Big List only mentions one member of the "Legion of Super-Heroes." Several others have pretty clear religious leanings of one sort or another...
Saturn Girl (Imra Ardeen Ranzz) is an interesting case - she seems to be either Catholic or High Church Anglican: at least her marriage to Garth (Lightning Lad) Ranzz, and the baptism of their first two children, were performed by priests in circumstances that looked Catholic. But she doesn't seem to be very devout; and at one time she paid homage to the evil god Darkseid (admittedly, not a religious sort of homage, but still...)
Lightning Lad (Garth Ranzz [Saturn Girl's husband]) and his sister, Lightning Lass (Ayla Ranzz; a/k/a Light Lass and Gossamer) practice the nature religion of their native world, Winath, though not devoutly. See also Saturn Girl.