Here's a flavor idea for the Pennsylvania Dutch. I'll think of some more later.
The Hessian March (Dietchsrei)
In ancient times our people fought a war with our brothers, but they put down their arms and joined us instead, sharing breadand water. We follow in their footsteps now in order to accept our sins and bring us closer together, stripping ourselves down to the clothes on our back and the wisdom of God and Jesus.
(This is a corruption of the desertion of the Hessian mercenaries who were hired by the British during the revolutionary war but during a march through Pennsylvania abandoned the crown in large numbers, fading into the local german population).
Mechanics: Specifically for the Pennsylvania Dutch, this is a specific decision that you can make (you might want to extend it to Christian Rostmanns and other German cultures but it's obviously more relevant for the Pennsylvania Dutch) that has your character strip him or herself down to just their clothes and forgo their identity, much like a pilgrimage. They then traverse through the countryside and get a series of events involving things like helping peasants in exchange for bread and water, facing bandits, and so on. The challenge of the event is to not reveal your identity as the local ruler; doing so will have you fail your Hessian march and give you a temporary malus to diplomacy depending on your choices.
Here's how I imagine it:
1. Click the decision, same requirements as pilgrimage.
2. First event, introduces you to the concept of the Hessian March. You have three choices, traveling with nothing but your clothes, traveling with a hidden knife and some gold, and travelling with a large amount of hidden gold.
3. Second event, encounter peasants. You can demand to be housed, which may have a chance of failure, offer to be housed in exchange for helping them, or just live in the woods instead.
4. Presuming you accepted helping the peasants you get a lesson in drudgery when you have to do various farm tasks which can make you proud or humble or what have you. If you refuse they threaten you and you could either fight them and flee back to your castle if you don't die or declare you're the lord. Either way you fail the event chain.
5. Presuming you decided to become a hermit in the woods for the duration of your Hessian march, you get choices that raise things like your martial, bravery, and the like.
6. When the thing ends you have two end-states, failure or success.
Success: You have completed your Hessian March; what have you learned from your travels?
You can say that you learned about the kindness of strangers, or the humility of common living, or the horror of drudgery, or that you can only trust in yourself to survive.
All of these give you the trait "Hessian", which gives you a boost of piety and improved opinion with Anabaptists.
Failure: You have failed your Hessian March.
You can either accept your failure, in which case you'll have a temporary malus of "Failed Hessian March" which lowers your diplomacy, or you can repudiate the march altogether in which case you'll get a temporary modifier of "Repudiated Hessian March" that gives you a small negative opinion bonus with people of your religion but a boost in prestige and a chance of getting the prideful trait.
It could probably take some smoothing out but I think it fits well with the pseudo-history of the mod and the belief in humility that Anabaptists promote.