How about Venice? If you manage to conquer a religion, your holy city will be a puppet... I guess you only get half the founder yields there? Still better than none I suppose.
I'm in a march 1st version, immortal venice, couldn't found, trying peaceful, will see soon enough... statecraft-diplomacy is maybe the least religious-reliant win, at least for Venice, as the constraint is more the paper and not going too fast allying city states and angering everyone, rather than yields (money is not a problem).
For other civilizations, if you conquer 2 neighbours but you prefer the second religion, does it become your official one once you spread that second religion to the first holy city? Haven't tried it yet.