uhmm...i don't know honestly. i bought it at a local record store not knowing a lot about it and was surprised about all the religious references. but i don't think he's making fun of any religion. i think he's just trying to make an artistic point, or try to be "goth" and cool. i know the song about dolly is referring to dolly the cloned sheep, in what i saw as a condemnation of humans playing god, so i would doubt he's taking a negative stand point on any religion.
then again, i haven't really checked the lyrics in a long time. i'm sure someone else will know more concisely than i.