Shrines shouldn't be a major issue. I've found that there are two major methods for religion: either commit to it or don't. Either way, I've found the following method effective on immortal, and maybe trying it will help:
Build: Scout, put points into worker while you finish pottery research, switch to Shrine, return to worker when Shrine is finished (or something else if necessary)
Research: Pottery -> anything
Basically with this you can get an early shrine to ensure an early pantheon without hampering your growth much. If you are in a desert or tundra and can rack up a ton of faith, then you should make your civ religious and use one of the money beliefs (tithe, church property) to build an economy. If not, I would just take something like Messenger of the Gods that gives you a nice early tech boost, and let someone else's religion spread to your lands later in the game. If you do the former, you should build some religious buildings, if the latter, I'd avoid religion entirely after building the shrine, and use your hammers in other ways.
If you were beating emperor before, approaching religion in this way should make it reasonably easy for you to continue beating emperor in G+K, as I actually think it got quite a bit easier. As a side note, I am COMPLETELY confused at why people suggest you build walls and an archer early in the game. This is absolutely never correct unless you are playing on deity or spawn right next to Attila. Scout -> Shrine/Worker on Pangea/Continents and Monument -> Shrine/Worker on Water Maps is going to be better, and you usually don't need to build any defensive things for a while (archer is a fine build when you have the time after worker, but Walls are totally unnecessary and a massive waste of hammers).
