The religious system is Quintarian. There are five deities: the Father; the Mother; the Son; the Daughter; and the Bastard. Pretty standard until the last eh? The first four have their seasons in order: Winter; Summer; Autumn; and Spring. The Bastard has a day but is ever present. The creation myth begins with a World Soul that creates the Father and Mother so that it can apprehend itself. And from their love flow the Son and the Daughter. The Bastard has, as you might expect, an interesting parentage. A reclaimed demon and the Mother produce the Bastard though the mechanics are somewhat in theological doubt.
Death customs support much of the plot. At death, holy animals of each of the deities approach the corpse and one will stay with it to indicate that the god or goddess has accepted the soul. Usually it is simple, the Father accept the fathers, the Mother accepts the mothers, the Son the unmarried males and the Daughter the unmarried females. The Bastard accepts all others although it is possible, through a thoroughly messed up life, to be unaccepted and go on to a a slowly diminishing discarnate existence. What is clear through death customs and the cycle of festivals is that religious life is vibrant and Deity is real in the hearts of the people although outside of death ritual Deity rarely touches daily life.
That touch is made manifest in the chief protagonists of both novels. In The Curse of Chalion, the hero Cazaril's life is sustained directly by the Daughter in a condition of Sainthood, the direct presence of Deity in the world. He opens himself to be a cup for the gods in willing surrender, the cup perhaps related to Celtic three cauldron tradition. Surrender must be willing because Deity has no direct power in the world. In this there is a sympathy with R. J. Stewart's work wherein he states that there are things we cannot do that the fey can and things that the fey cannot do that we can. Deity searches for a vessel to undo the Curse and Cazaril is the unwilling and mostly unhappy victim. How that victomhood evolves into awe and poetry is masterfully prosecuted.
Ista, the heroine of The Paladin of Souls, is twice sainted first by the Mother, leading to disaster, and then by the Bastard (and briefly by the Father in a sidejob). Her prayers to the Bastard are highly inventive curses from the heart. And yet, in the end, there is that same surrender and being filled with Deity's purpose.
Throughout this, there is no inflation of ego, no power for power's sake although magic does happen. Rather, neither Cazaril nor Ista want anything to do with Deity as it has lead them mostly to pain until the end of both books. The world of Chalion requires a willing partnership between Deity and human or it fails. That partnership, while a hard and uncertain road, leads to spiritual fulfillment beyond any personal power. May it be so!
If you don't get to the books, the wikipedia article on the religion of Chalion is quite thorough. Obviously others have been touched by these works.