Be careful.
Here’s the official Equal Employment Opportunity Commission (EEOC) definition given at a recent training seminar:
Religion includes not only traditional organized religion, but also "moral or ethical beliefs as to what is right and wrong which are sincerely held with the strength of traditional religious views."
Note that just about any belief, including atheism, falls easily under this definition.
Maybe the guy on the TV ad who wants to take a weekend Chinchilla Day holiday in Las Vegas cannot be denied, according to the EEOC (which enforces religious discrimination).
Meanwhile, you may want to get your hands on Personnel Concepts’ Religious Discrimination Compliance Kit to gird yourself.