Some thoughts on conversion:

What we need for the Norwegians, Danes, Swedes, Rus and Magyars are tech tree that are pagan at the lower levels and christian at the higher.

So is it possible to have say temples to Odin at levels 1-3 but a Christian Mission at level 4?

Higher level military and economic would also be made dependant on the Christian Mission being built.

i.e. without conversion the pagans stay at the same restricted levels as barbarians in RTW and with it they can get access to the same stuff as Christian feudal states.

While on the subject some more variety to Christian buildings would be nice - Churches dedicated to Saints and Monastic orders would give different types of bonuses (yeah I know these are all fantasy elements but are still worth considering).

For instance the famous shrine to St Michael the Archangel at Monte Gargano in Southern Italy attracted Norman pilgrims who ultimately set up a state there.

You could either have this as a wonder (The Holy Sepulchre at Jerusalem, Grand Mosques of Damascus and Cordoba, Hagia Sophia at Constantinople, St James at Compostoella and St Peters at Rome could be the other wonders) or as a church that can only be built in a province with a hidden resource of St Michael - so you can't have cathedrals of St Michael turning out +3 exp troops all over Europe.

Sts George and Demetrius fulfilled a similar role as warrior saints in the orthodox world (in fact most of our depictions of Byzantine soldiers are actually depictions of the these saints and of old testament kings)

Benedictine monasteries would also give agricultural bonuses, Marian churches fertility bonuses etc.