You may know China government is controlling and persecuting the religions in mainland China from newspaper. Or you may query that if it happens in Hong Kong too. I can reply you that religious freedom is one of the fundamental rights enjoyed by Hong Kong residents. Hong Kong is still alright under the protection of the Basic Law and other relevant legislation.
Therefore, I can share how to say the religious words in Cantonese in this post 🙂 . Due to the colonial and Chinese society background, you can find different religions in Hong Kong. They are mainly Christianity, Buddhism and Taoism, but we still have some people believing other religions.