Hmm.. moddir should work..? (And it might not, but you can try)
Place your own religions.csv in the directory [main game directory]/evil/db and then change your shortcut (or add a shortcut) like this: "[path]/eu2.exe"<space>evil
Games started with your new shortcut should use your new religions.csv.
(You'll have to copy your 'scenarios' folder into the 'evil' directory to be able to start and/or save games though, afaik)
Place your own religions.csv in the directory [main game directory]/evil/db and then change your shortcut (or add a shortcut) like this: "[path]/eu2.exe"<space>evil
Games started with your new shortcut should use your new religions.csv.
(You'll have to copy your 'scenarios' folder into the 'evil' directory to be able to start and/or save games though, afaik)