For anyone wanting to play despite encountering the religious pressure bug, I recommend playing:
- as Spain or the Celts or some other religious civ, or
- as the opportunity to learn how to play against a dominant religious civ (let's say for example you start next to Spain). In that instance, when I know I'll struggle with hostile religious pressure all the time, I try to select a founder that works even if I only have it in my holy city (for example way of the pilgrim, divine inheritance or hero worship), religious buildings followers (first and foremost pagodas, and a 2nd religious building for my other follower), and lastly an enhancer that works even if I only have it in my holy city (zealotry, syncreticism or inquisition). You can do wonders with religion even if you don't have a dominant religion within your own cities.