With one or two exceptions, you can comment out any religion in the files to remove it from the game, but you should only do this before starting a new game. I really wouldn't recommend changing XML/SQL files in between saves. This will invariably cause problems, especially if you're outright removing stuff since the ID order will be missing entries. It will cause problems all over the place, though the most obvious would be with the font icons used by the game. It is also important not to delete any religion that a civ is specifically programmed to prefer or they will end up never founding a religion in game.
Now, there is technically a way to get multiple preferences to work for a civ. Although the XML/SQL doesn't support it, I figured out a way to do it with lua thanks to the GetReligionToFound hook added in the final patch. It has come up before and there are a few reasons why I don't officially implement it in the mod, which I won't get into, but you're free to try and implement it on your end.
There are a few caveats, the first is that I've only included the necessary lua in the Historical Religions Complete version of the mod, so you have to use that version instead of the "Basic" or "Edit" versions.
To set it up, first you need to open the "Historical Religions Preference.lua" file in the mod folder: ~/Historical Religions Complete (BNW or GK)/Lua/
You need to delete the two comment lines:
--[[ (at line 11)
and
--]] (at line 33)
Second, go into ~/Historical Religions Complete (BNW or GK)/SQL/ and replace "HistoricalReligionsMasterPreference.sql" with the same named file downloaded here:
http://www.dropbox.com/s/nl3ihrbsth6efko/HistoricalReligionsMasterPreference.sql
(The dropbox link will probably show the text, but just download it completely from the link at the top right of the page and overwrite the mod file).
A few other caveats, if you are using any mod with a custom DLL, you need to make sure it was updated for the last patch and includes GetReligionToFound or every civ will be unable to found a religion. This system is not 100% stable so there might be a rare crash or sometimes it might just fail and one civ will still default to Arianism, etc.. The biggest one, though, is that it's not going to give multiple preferences for mod civs. For various reasons, it's a lost cause trying to implement it consistently for them, so you sort of have to be content with just the official civs getting multiple preferences.
(It's been a long while since I tried to re-implement this, so I might have forgotten a step. Let me know if you have problems getting it working).