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• Ms. Marvel: Kamala Khan's whole family (and almost everyone else on the show) are Muslim, as mentioned in the original question.
• Marc Spector: We see him at a funeral a couple of times in flashbacks, and his family appears to be Jewish, based mostly on the men wearing yarmulkes. No indication that he is still practicing though. Even non-practicing Jews (or sometimes even people who aren't Jewish at all) tend to wear them at formal events such as weddings or funerals if the people involved are Jewish. (Given that he's the literal avatar for an Egyptian god, it might be a bit of a conflict of faith for him, but "being conflicted" is basically his whole character, so that doesn't rule it out necessarily.)
• Daredevil: If we're including the Netflix shows, Daredevil is definitely Catholic, though this aspect is a bit downplayed in the show, compared to the Ben Affleck movie, where it's much more prominent (much of the movie takes place in a cathedral which he uses as a hideout, his confidante is an actual priest, etc.) The 3rd season does bring it up a bit more, revealing that his mother is a nun, and he's hiding out in a church, much like the film.
• Luke Cage: Well, his dad is a minister of some sort, I want to say Baptist, but I don't know if they ever get that specific. Luke himself does not seem to be all that into it, and his father is something of an antagonist. Also from the Netflix shows, so borderline canon with the main MCU.
• Yo-Yo Rodriguez: From Agents of S.H.I.E.L.D., openly discusses her belief in God. She's not specific about her faith, but given her upbringing in Colombia and her habit of performing the cross gesture on herself, she's probably Catholic.
• Daisy's mom: (has got it going on?) Also operates her faction of Inhumans out of what appears to be a Buddhist monastery. Though much like Dr. Strange, this does not mean they are necessarily actually Buddhist, since they come from all over the world. She did grow up in China though, so she might be even if the other Inhumans are not. The Inhumans from the show of that name would definitely not count - they live on the moon, any faith they have would be fictional by definition.

• Ms. Marvel: Kamala Khan's whole family (and almost everyone else on the show) are Muslim, as mentioned in the original question.
• Marc Spector: We see him at a funeral a couple of times in flashbacks, and his family appears to be Jewish, based mostly on the men wearing yarmulkes. No indication that he is still practicing though. Even non-practicing Jews (or sometimes even people who aren't Jewish at all) tend to wear them at formal events such as weddings or funerals if the people involved are Jewish. (Given that he's the literal avatar for an Egyptian god, it might be a bit of a conflict of faith for him, but "being conflicted" is basically his whole character, so that doesn't rule it out necessarily.)
• Daredevil: If we're including the Netflix shows, Daredevil is definitely Catholic, though this aspect is a bit downplayed in the show, compared to the Ben Affleck movie, where it's much more prominent (much of the movie takes place in a cathedral which he uses as a hideout, his confidante is an actual priest, etc.) The 3rd season does bring it up a bit more, revealing that his mother is a nun, and he's hiding out in a church, much like the film.
• Luke Cage: Well, his dad is a minister of some sort, I want to say Baptist, but I don't know if they ever get that specific. Luke himself does not seem to be all that into it, and his father is something of an antagonist. Also from the Netflix shows, so borderline canon with the main MCU.
• Yo-Yo Rodriguez: From Agents of S.H.I.E.L.D., openly discusses her belief in God. She's not specific about her faith, but given her upbringing in Colombia and her habit of performing the cross gesture on herself, she's probably Catholic.
• Daisy's mom: (has got it going on?) Also operates her faction of Inhumans out of what appears to be a Buddhist monastery. Though much like Dr. Strange, this does not mean they are necessarily actually Buddhist, since they come from all over the world. She did grow up in China though, so she might be even if the other Inhumans are not. The Inhumans from the show of that name would definitely not count - they live on the moon, any faith they have would be fictional by definition.
• Assorted Hawaiian natives: Speaking of Inhumans, much of the show takes place in Hawaii, and many of the characters are native Hawaiians, several of them explicitly followers of the Hawaiian religion. Canonicity is a bit thin - Inhumans as a concept were introduced in Agents of S.H.I.E.L.D., but no characters cross over between them. We did however see Black Bolt (played by the same actor) in Multiverse of Madness though.

• Marc Spector: We see him at a funeral a couple of times in flashbacks, and his family appears to be Jewish, based mostly on the men wearing yarmulkes. No indication that he is still practicing though. Even non-practicing Jews (or sometimes even people who aren't Jewish at all) tend to wear them at formal events such as weddings or funerals if the people involved are Jewish. (Given that he's the literal avatar for an Egyptian god, it might be a bit of a conflict of faith for him, but "being conflicted" is basically his whole character, so that doesn't rule it out necessarily.)
• Daredevil: If we're including the Netflix shows, Daredevil is definitely Catholic, though this aspect is a bit downplayed in the show, compared to the Ben Affleck movie, where it's much more prominent (much of the movie takes place in a cathedral which he uses as a hideout, his confidante is an actual priest, etc.) The 3rd season does bring it up a bit more, revealing that his mother is a nun, and he's hiding out in a church, much like the film.
• Luke Cage: Well, his dad is a minister of some sort, I want to say Baptist, but I don't know if they ever get that specific. Luke himself does not seem to be all that into it, and his father is something of an antagonist. Also from the Netflix shows, so borderline canon with the main MCU.
• Yo-Yo Rodriguez: From Agents of S.H.I.E.L.D., openly discusses her belief in God. She's not specific about her faith, but given her upbringing in Colombia and her habit of performing the cross gesture on herself, she's probably Catholic.
• Daisy's mom: (has got it going on?) Also operates her faction of Inhumans out of what appears to be a Buddhist monastery. Though much like Dr. Strange, this does not mean they are necessarily actually Buddhist, since they come from all over the world. She did grow up in China though, so she might be even if the other Inhumans are not. The Inhumans from the show of that name would definitely not count - they live on the moon, any faith they have would be fictional by definition.

• Magneto: Eric Lensherr, who is a holocaust survivor, thus at least raised Jewish. But I don't think we've ever seen him practicing the religion. Also, he's almost always the villain, so... that's not great.
• Nightcrawler: Also explicitly Catholic, so I'll give them that one.
• The kids in Logan: Well, when he dies at the end, they put a cross over his grave, so some sort of Christian faith is implied? But then Laura turns it to make it an X, which is really more appropriate for him anyhow. This barely counts.

• Ms. Marvel: Kamala Khan's whole family (and almost everyone else on the show) are Muslim, as mentioned in the original question.
• Marc Spector: We see him at a funeral a couple of times in flashbacks, and his family appears to be Jewish, based mostly on the men wearing yarmulkes. No indication that he is still practicing though. Even non-practicing Jews (or sometimes even people who aren't Jewish at all) tend to wear them at formal events such as weddings or funerals if the people involved are Jewish. (Given that he's the literal avatar for an Egyptian god, it might be a bit of a conflict of faith for him, but "being conflicted" is basically his whole character, so that doesn't rule it out necessarily.)
• Daredevil: If we're including the Netflix shows, Daredevil is definitely Catholic, though this aspect is a bit downplayed in the show, compared to the Ben Affleck movie, where it's much more prominent (much of the movie takes place in a cathedral which he uses as a hideout, his confidante is an actual priest, etc.) The 3rd season does bring it up a bit more, revealing that his mother is a nun, and he's hiding out in a church, much like the film.
• Luke Cage: Well, his dad is a minister of some sort, I want to say Baptist, but I don't know if they ever get that specific. Luke himself does not seem to be all that into it, and his father is something of an antagonist. Also from the Netflix shows, so borderline canon with the main MCU.
• Yo-Yo Rodriguez: From Agents of S.H.I.E.L.D., openly discusses her belief in God. She's not specific about her faith, but given her upbringing in Colombia and her habit of performing the cross gesture on herself, she's probably Catholic.
• Daisy's mom: (has got it going on?) Also operates her faction of Inhumans out of what appears to be a Buddhist monastery. Though much like Dr. Strange, this does not mean they are necessarily actually Buddhist, since they come from all over the world. She did grow up in China though, so she might be even if the other Inhumans are not. The Inhumans from the show of that name would definitely not count - they live on the moon, any faith they have would be fictional by definition.

• Magneto: Eric Lensherr, who is a holocaust survivor, thus at least raised Jewish. But I don't think we've ever seen him practicing the religion. Also, he's almost always the villain, so... that's not great.
• Nightcrawler: Also explicitly Catholic, so I'll give them that one.
• The kids in Logan: Well, when he dies at the end, they put a cross over his grave, so some sort of Christian faith is implied? But then Laura turns it to make it an X, which is really more appropriate for him anyhow. This barely counts.
• Ben Grimm: (Per @Giacomo1968's answer) Playing very loose with canonicity on this one, since the only connection the MCU has to the Fantastic Four so far is Reed Richards, played by a different actor than in all the FF films, appearing in Multiverse of Madness. But in Fant4stic, we do see a menorah and a Mezuzzah in his childhood home in a flashback, which would imply he was raised Jewish. No indication in any of the films including this one that he's still practicing, though it's more explicit in the comics.

• Captain America (Steve Rogers): Based on his "There's only one God, ma'am" line, he's at least a monotheist, most likely Christian or possibly Jewish, but it's never specified beyond that.
• Marc Spector: We see him at a funeral a couple of times in flashbacks, and his family appears to be Jewish, based mostly on the men wearing yarmulkes. No indication that he is still practicing though. Even non-practicing Jews (or sometimes even people who aren't Jewish at all) tend to wear them at formal events such as weddings or funerals if the people involved are Jewish. (Given that he's the literal avatar for an Egyptian god, it might be a bit of a conflict of faith for him, but "being conflicted" is basically his whole character, so that doesn't rule it out necessarily.)
• Thor, Loki, Odin et al.: Okay, they're literally Norse gods. But 1.) The Norse religion isn't exactly "current", and 2.) They aren't so much followers of the religion as the actual subjects of it. I'd classify the Egyptian gods in the Moon Knight series the same way. Also, even if these religions were still widely practiced, their depiction in the MCU bears only a passing resemblance to the actual religions, it's a highly fictionalized version of them at best.
• Black Panther: The various factions in Wakanda appear to be a hodge-podge of multiple real-world African religions, with some fictionalized elements thrown in. Not sure I know enough about these to say how much is based on reality and how much is completely made up.
• Dr. Strange: His order operate out of what appear to be Buddhist temples and monasteries. Not sure that this means they're actually Buddhist though, or if that's just something of a front to hide the fact that they're actually a bunch of mystical sorcerers. Even if they are actually Buddhist, they're at best a fictionalized version of Buddhists who have actual demonstrable magical powers. This would be akin to claiming that the Scarlet Witch is an actual Wiccan...
• Shang-Chi: His family appears to be more real-world Buddhist, though Shang-Chi himself doesn't seem to be that big into it. (Not counting the ones in that fantasy realm for the same reason as Dr. Strange's sorcerers.)
• Daredevil: If we're including the Netflix shows, Daredevil is definitely Catholic, though this aspect is a bit downplayed in the show, compared to the Ben Affleck movie, where it's much more prominent (much of the movie takes place in a cathedral which he uses as a hideout, his confidante is an actual priest, etc.) The 3rd season does bring it up a bit more, revealing that his mother is a nun, and he's hiding out in a church, much like the film.
• Luke Cage: Well, his dad is a minister of some sort, I want to say Baptist, but I don't know if they ever get that specific. Luke himself does not seem to be all that into it, and his father is something of an antagonist. Also from the Netflix shows, so borderline canon with the main MCU.
• Magneto: If the X-Men are now part of the MCU thanks to Prof. X's recent cameo, that would give us Eric Lensherr, who is a holocaust survivor, thus at least ethnically Jewish. But I don't think we've ever seen him practicing the religion. Also, he's almost always the villain, so... that's not great.
• Nightcrawler: Again, if the X-Men count now, he's also explicitly Catholic, so I'll give them that one.
• The kids in Logan: Well, when he dies at the end, they put a cross over his grave, so some sort of Christian faith is implied? But then Laura turns it to make it an X, which is really more appropriate for him anyhow. This barely counts.

MCU Films

• Captain America (Steve Rogers): Based on his "There's only one God, ma'am" line, he's at least a monotheist, most likely Christian or possibly Jewish, but it's never specified beyond that.
• Thor, Loki, Odin et al.: Okay, they're literally Norse gods. But 1.) The Norse religion isn't exactly "current", and 2.) They aren't so much followers of the religion as the actual subjects of it. I'd classify the Egyptian gods in the Moon Knight series the same way. Also, even if these religions were still widely practiced, their depiction in the MCU bears only a passing resemblance to the actual religions, it's a highly fictionalized version of them at best.
• Black Panther: The various factions in Wakanda appear to be a hodge-podge of multiple real-world African religions, with some fictionalized elements thrown in. Not sure I know enough about these to say how much is based on reality and how much is completely made up.
• Dr. Strange: His order operate out of what appear to be Buddhist temples and monasteries. Not sure that this means they're actually Buddhist though, or if that's just something of a front to hide the fact that they're actually a bunch of mystical sorcerers. Even if they are actually Buddhist, they're at best a fictionalized version of Buddhists who have actual demonstrable magical powers. This would be akin to claiming that the Scarlet Witch is an actual Wiccan...
• Shang-Chi: His family appears to be more real-world Buddhist, though Shang-Chi himself doesn't seem to be that big into it. (Not counting the ones in that fantasy realm for the same reason as Dr. Strange's sorcerers.)

Television

• Marc Spector: We see him at a funeral a couple of times in flashbacks, and his family appears to be Jewish, based mostly on the men wearing yarmulkes. No indication that he is still practicing though. Even non-practicing Jews (or sometimes even people who aren't Jewish at all) tend to wear them at formal events such as weddings or funerals if the people involved are Jewish. (Given that he's the literal avatar for an Egyptian god, it might be a bit of a conflict of faith for him, but "being conflicted" is basically his whole character, so that doesn't rule it out necessarily.)
• Daredevil: If we're including the Netflix shows, Daredevil is definitely Catholic, though this aspect is a bit downplayed in the show, compared to the Ben Affleck movie, where it's much more prominent (much of the movie takes place in a cathedral which he uses as a hideout, his confidante is an actual priest, etc.) The 3rd season does bring it up a bit more, revealing that his mother is a nun, and he's hiding out in a church, much like the film.
• Luke Cage: Well, his dad is a minister of some sort, I want to say Baptist, but I don't know if they ever get that specific. Luke himself does not seem to be all that into it, and his father is something of an antagonist. Also from the Netflix shows, so borderline canon with the main MCU.
• Yo-Yo Rodriguez: From Agents of S.H.I.E.L.D., openly discusses her belief in God. She's not specific about her faith, but given her upbringing in Colombia and her habit of performing the cross gesture on herself, she's probably Catholic.
• Daisy's mom: (has got it going on?) Also operates her faction of Inhumans out of what appears to be a Buddhist monastery. Though much like Dr. Strange, this does not mean they are necessarily actually Buddhist, since they come from all over the world. She did grow up in China though, so she might be even if the other Inhumans are not. The Inhumans from the show of that name would definitely not count - they live on the moon, any faith they have would be fictional by definition.

Non-MCU Films

(included only because they may be considered connected to the MCU thanks to Prof. X's recent cameo in Multiverse of Madness)

• Magneto: Eric Lensherr, who is a holocaust survivor, thus at least raised Jewish. But I don't think we've ever seen him practicing the religion. Also, he's almost always the villain, so... that's not great.
• Nightcrawler: Also explicitly Catholic, so I'll give them that one.
• The kids in Logan: Well, when he dies at the end, they put a cross over his grave, so some sort of Christian faith is implied? But then Laura turns it to make it an X, which is really more appropriate for him anyhow. This barely counts.