That's tough to answer. Forming a religion implies that there's some kind of belief behind it, otherwise you're really just deceiving people to gain a following. There's really nothing in the wasteland to prompt that from me. I mean, I'm LDS but if I were in the Fallout universe, I wouldn't still adhere to Mormonism after the Great War, and really the New Canaanites shouldn't either, unless they significantly altered the doctrine and organization of the Church. IMO, if there's any belief to subscribe to, the Followers are the ideal one.
I imagine the wasteland tribes returning to nature-based belief systems, though any of them could well be tempered by Old World knowledge. I think that's why it's a pretty rare thing in Fallout; besides being a harsh environment where there's not much "time" for religion, it's difficult to create something from scratch that would fit in between the current technological collapse, and the pre-War knowledge that remained.
This is a hard question, but an interesting one! My answer would change depending if it were me or some random wastelander. Myself, I am an atheist, so I wouldn't have a religion to start, but I could start something similar to Confusism. It would not worship a deity per say, but would follow a set of morals somewhat based off of the Elements of Harmony from MLP. There would be no ranking order of priests or priestesses, only the the teachings I wrote down. The teachings would revolve around 8 Elements of Harmony, Honesty, Loyalty, Kindness, Generosity, Laughter, Learning, Freedom and Peace. Followers would have to act upon and protect these Elements in their daily lives, and improve the shattered world around them. It would also be taught to follow diplomacy first, and resort to violence as only if necessary, and attempt to reform anyone that you can, forgiving them and allowing them to act on the elements. But I were some random wastelander, I would make something far more fun! We would follow the holy words of our prophet No-Bark and burn effigies of commies and chupacabra's daily!
Joshua quotes a passage from the Canaanite doctrine that basically can be summed up "I don't want to kill people... But if I need to, I must purge them entirely... Every single one. Men, women, children, leave no trace." "I don't like murder, but when in service to God, it is just a chore like any other."