Any chance that the Zeus Wonder could be reskinned bronze for the Heironeous Shrine?
The Zeus statue will work if we can change his staff and angel to a sword and shield. The building around him can be removed too. Finally, make sure the poly count isn't to high, as this will be a common building.
EDIT: I was browsing around the current buildings in Civ4 and have found one called King's Sega. I think it will work perfect for this shrine.