Possibly.
The Fat Friar was a wizard and part of the church.
There is no mention of any wizards actually taking part in worship, attending religious ceremonies, or celebrating religious holidays - the closest ever seen is Hogwarts’s secular Christmas festivities. However, Hufflepuff’s house ghost, the Fat Friar, was part of the church when he was alive. He was also undoubtedly a wizard, and attended Hogwarts himself.
“New students!’ said the Fat Friar, smiling around at them. ‘About to be sorted, I suppose?’
A few people nodded mutely.
‘Hope to see you in Hufflepuff!’ said the Friar. ‘My old house, you know.”
- Harry Potter and the Philosopher's Stone, Chapter 7 (The Sorting Hat)
The Pottermore writing on the Hogwarts ghosts confirms that he was indeed part of the church as well.
Hufflepuff house is haunted by the Fat Friar, who was executed because senior churchmen grew suspicious of his ability to cure the pox merely by poking peasants with a stick, and his ill-advised habit of pulling rabbits out of the communion cup.
- Hogwarts Ghosts (wizardingworld.com)
So, the Fat Friar would indeed have taken part in religious practices.
Kendra and Ariana Dumbledore’s tomb has a Bible quote.
Additionally, Kendra and Ariana Dumbledore’s tomb has a biblical quote.
“She pointed to the dark stone. Harry stooped down and saw, upon the frozen, lichen-spotted granite, the words Kendra Dumbledore and, a short way below her dates of birth and death, and her daughter Ariana. There was also a quotation:
Where your treasure is, there will your heart be also.”
- Harry Potter and the Deathly Hallows, Chapter 16 (Godric’s Hollow)