Liz Cheney (WY) identifies as a United Methodist.
John Katko (NY) is a Catholic.
Fred Upton (MI) identifies as a Protestant.
Dan Newhouse (WA) is an elder at Sunnyside Presbyterian Church, a member of the Presbyterian Church-USA. This church has some links to evangelicalism. The pastor, Mike Souza, is a graduate of Denver Baptist Bible College, Colorado Christian University, and George Fox University.
Peter Meijer (MI) does not seem to make religion a central component of his political identity.
Anthony Gonzalez (OH) is a Catholic.
David Valadao (CA) is a Catholic.