My thinking was that Dinah was always a bit of a polytheist, to be honest. The defining trait in my run with her was that she was a citizen of the world, intellectually, rather than simply another American citizen. So she would have seen and done things from a much wider perspective than the average Gothamite, particularly in the DCU where there really ARE gods and goddesses and some are still walking about, as it were.
So my feeling was that she was probably raised Christian, but as she grew up and traveled the world, became a believer in more than one god.
I never saw religion as as big a part of her life as Helena, but it seems to me that she would be a believer, based on her history and being in love with a guy who returned from the dead, for example.