Too Like the Lightning

Speaker for the Dead

The space trilogy by CS Lewis.

Hyperion by Dan Simmons is one of my top 5 sci-fi books. Part One, The Priest's Tale: "The Man who Cried God", reminds me of the Sparrow in it's portrayal of a Jesuit priest among an alien people. The Church of the Shrike and the cult based around the Shrike is also fascinating, though not based on a real-world religion.

It's firmly YA SF, but His Dark Materials by Philip Pullman is overtly religious

Anathem - mostly philosophy, but heavily overlaps

Iron Council - Amazing, heavy philosophy/fantasy, but could vibe

You probably know it but Hüter der Erinnerung fits the description and is amazing

VALIS by Philip K Dick

“S” by JJ Abrams is a twisty meta fiction that I loved, and addresses themes from Greek mythology.

The much more accessible and cheaper book is Circe by Miller which was surprisingly good imo

I really loved The Magicians. It combines some of the wonder of magic and discovery with the process of becoming jaded as an adult.

Anything by Becky Chambers. To Be Taught if Fortunate, the two Monk and Robot books and the quadrilogy starting with the long way to a small, angry planet

I'll second Terra Ignota(Too Like the Lightning) and add in the Wheel of Time series, both excellent series.

Also Dune, but you might have already read that.

I liked this book. But it is a "meta" book:

Christian Horror: On the Compatibility of a Biblical Worldview and the Horror Genre

Mike Duran

https://www.goodreads.com/book/show/25502395-christian-horror?ac=1&from_search=true&qid=jhEeE9cnfM&rank=1

Stranger in a strange land. Might not seem religious at first glance but it's basically about a person starting a new religion.
I haven't read it but Lord of Light seems fun. Dharmic religion-inspired.

Cat's Cradle features religion heavily and is generally considered to be sci-fi. I read it but I personally didn't enjoy too much because it was too weird, but if you vibe with the specific religion in the book you might enjoy it.

Oh, and this might be an obvious one but A Handmaid's Tale. I really like this book.

If you're looking for Christian inspired books, there's also Narnia and His Dark Elements, but I suspect you heard about these already.

“This is how you lose the time war” by Amal El-Mohtar and Max Gladstone. Not religious but you might like it.

The Stormlight Archive

1984