Some muddy thoughts from an agnostic/ lasped Catholic. I get pretty obsessed with faith and spirituality, but am speaking as something who may not know what he's talking about.
It can *occasionally* be a challenge for a non-religious people to write characters of faith. I think it can be hard to understand how their faith doesn't just take over everything, and how they're as capable of being reasonable. Many religious people I know bend over backwards to show how reasonable and sane they are, or try to ride herd with less religious types to either not make them uncomfortable or to prove they're not zealots. It can't be easy. And I don't think non-believers always get religious belief, there's something you just kind of feel, and it's something you can be fine with being subjective and not entirely rational.
I see plenty of characters come off as frothing fundy zealots, which I am not a fan of (but also acknowledge there are plenty IRL). Or alternately, as uber-progressives who are perfect and mild and never step on any toes or take big stances when the more worldly and rational characters are talking. Both are fine in small doses, but it becomes annoying when that's the two extremes and there's nothing in the middle. Not a groundbreaking statement, but I still think there's a problem with this.
I'm a big fan of Father Brown, who can be a little too idealized but has lots of wonderful insights on the thought process of an intelligent, well-educated believer. In his first story, Brown meets some counterfeit priests and quickly uncovers them when he sees through their flimsy God-bothering. As he scolds one of them: "You attacked reason; it's bad theology".
My two favorite religious characters both come from the Dragon Age series, and work to illustrate two differing but overall sympathetic perspectives. Cassandra, my girl, represents the sane and reasonable but also orthodox and moderately conservative believer. She can be inflexible but is also intellectually curious, and has devoted her life to the Chantry but never comes off as a zealot. She's outspoken and does not soften her views to cosset others. But she doesn't expect you to agree with her either, she's frankly rather have an argument to help her clarify her view better (I've known a number of religious people like this, love 'em). Anyways, my point is I'd roll with Cassandra any day, despite often disagreeing with her.
The other characters is Leliana, who's far more progressive but hardly pure or perfect. The devs do a good job of getting into the more mystical aspects of her faith, as well as why someone like her would find it liberating. Many of her views parallel strains of Catholicism present throughout its history, with no sign of ever subsiding. And, unlike Cassandra, she does come off as a bit of a zealot at times. Her faith make her believe she has a special responsibility to change the world, and the ends justify the means in accomplishing this. Despite being naturally persuaded by her views, I found myself uncomfortable at times. Both Cass and Leliana are meant to be positive depictions of believers, and I think the tension between their worldviews can give a lot if insight into how to approach religious characters. Also, DA is just really interesting and good about faith and religion in a fantasy setting in general, so there are plenty of other examples worth noting.