yes ! train Cardinals and build religious infrastructure.

I find that keeping a minimum of 2 cardinals in most provinces is very rewarding zealously, although it's hard to get there but once you do have a few of those in each province Crusades take on a whole new terrfying meaning for the enemy.

Also you get to see a lot more of the "u have taken the province" screens without actually having to fight bcoz increased zeal means more, better units in your Crusader armies, and teach your enemies the value of retreat.