Eutopia, you mentioned an 'ancient Roman religion that was sidelined by Christianity' but you didn't say which one. Perhaps you were thinking of Mithraism, which involved sacrificing bulls in underground vaults (not sure how you'll get the bull down there, but evidently there must have been some way). Many of these underground vaults still pepper subterranean Rome (what an incredible city - centuries and centuries of people's dust, layer upon layer) and are discovered on occasion.
But you say you have discounted Christianity because of its history over 2,000 years. I doubt you were thinking of Mother Teresa, but pagan religions on closer inspection don't have much to recommend them either. For example, the druids of celtic times practised human sacrifice as some of their bloodthirsty gods demanded it. Similarly the Aztecs sacrificed humans, cutting their hearts from their lives bodies, the Assyrians sacrificed children to their god Moloch by throwing them onto an open fire, while the.... but that's enough already, don't want to turn you off when you're just getting set up!! ;-))