Hi Thoughtless. Are you in the UK? if so you can send them a notice under S.10 of the data protection act asking them to delete your records on the grounds it is causing damageor distress. You might not even have t o do that as religious information is classed as sensitive personal data and the only legal grounds they would have is your explicit permission (since you're no longer a member and have no regular conact with them.
The Uk act is based on EU law so other european countries should have similar arrangements.
Outside of the EU i cant help you.
Best wishes
Krejames