I just can't work out how the Wizarding World works in relation to things like religion and government. They didn't split off from the Muggle world until 1690-something, so they must have adhered to some form of Christianity before that to survive. Given the date, doctrinal disputes might even have been a factor in the split.

They're not going to be holding hands around the table and singing Johnney Appleseed, but a lot of upper class Muggle families do still say a formal grace, which is where I'm sticking, because the parallel only goes so far. It's very old-fashioned, but the Blacks would be.