You know, I think it would be cool if your court chaplain studying culture could have a tiny chance to get an event like the heresy one, except for whatever brand of paganism your culture used to have. Uncovering ancient texts and allowing you to convert back to the Old Ways (or Zoroastrianism for Persians and Kurds).
..Like a third of Persia's population in the game's era were still openly Zoroastrian despite oppression and there are still hundreds of thousands of living Zoroastrians in the world today from continuous belief in diaspora. Hardly "dead Old Ways to be rediscovered". Point at a random person in the street and you were likely to find a Zoroastrian.