[QUOTE=Horatius]You should be able to upgrade any temple as Romans because they didn't historically persecute religious groups untill the Constantine the Great banned all religions apart from Christianity and Judaism.

QUOTE]
I'm not sure if it applied during the R:TW period, and I don't know what the penalties were, but religions did have to be officially licensed to be practiced within the Empire.
There are cases of some persecution - e.g. against the druids, and Claudius is reported as having expelled the Jews from Rome (though evidently this didn't last that long). I can't put my hands on the exact details, but I did read of cases of eastern mystery cults suffering penalties when their activities were considered to have got out of hand.