This is a short article, as Halflings don't really do religion. This isn't just a human misunderstanding, like with Dwarves or Elves, where their religious behaviour is misinterpreted. Halflings genuinely have no interest in religious worhsip.

They do, in theory, have gods. Chief among them is Esmeralda, goddess of hearth and home, but no one ever worships her, neither in public ceremony nor in private. Her annual festival, known as Pie Week, is enthusiastically celebrated, but you'd be hard pressed to find any trace of a religious underpinning to this event. It's just an excuse to party for a week, drinking immoderately and consuming a large number of specially made pies. Celebration of Pie Week has spread to humans anywhere there is a significant Halfling community - one need not care about Halfling gods to see the value of an exuse for an annual bender.