With the traditional vampire, writers know vampires’ relationship to Christianity. Crosses and Holy Water make them shriek and back away because vampires are demonic evil.
These days, that’s not necessarily always true. In Tanya Huff’s series about vampire Henry Fitzroy, he pals around with priests, carries a crucifix, and is the most religious of all the characters because he has seen true evil and wants to protect others from it.
Charlaine Harris’ Stookie Stackhouse stories tosses in a bit of religion, mainly Stookie’s, in with the vampires and werewolves. One of Harris’ short stories shares the name with this article as Viking vampire Eric tries to figure out Christmas so he can please his human girl friend.
Fictional monsters come in all shapes and kinds with a moral spectrum from light to dark and everywhere in between as it fits the story and the genre, and readers and writers are fine with that.
Then there’s stories based on the Greek and Norse mythologies. Here’s where things have been getting weird with some writers. Most of the Greek myth-based stories I’ve read have ignored Christianity and focused on the secular aspects of the characters.
Or, in the case of Rick Riordan’s Percy Jackson series, people go to the afterlife they believe in.
However, some writers using the Norse stories have been making some strange choices. I just finished a contemporary paranormal story where Norse gods were Catholic and celebrated Christmas!
Then there’s a story where every warrior or strong soul, no matter their religion or ethnicity, are taken to Valhalla when they die so they can fight at Ragnorak which is the Norse Apocalypse. This essentially denies the truth of any other religion.
Does this mixing or ignoring of the most prominent current religions work? Not for me because it was so shocking that it knocked me out of the story. Your tolerance may vary.
But it does pose a serious question you should ask in your worldbuilding. How does contemporary religion and readers’ faith affect your story?