Lumps of stone, thought Mau. Why did we think they were worthy things to worship? (10.86)
Here, Mau is reconsidering the importance of the marble god stones. Most religions have some sort of objects, whether they're stones to worship or images to contemplate. Do the stones make the Nation's religion seem less valid? Does science "worship" certain objects? (Can we make another joke about iPads?)
It was a terrible thing, said Cookie, to see religion get such a hold on a decent soul. (11.193)
Daphne is relaying Cookie's thoughts about the pious Captain Roberts, who hated swearing so much he had his men swear into a barrel of water. Okay, weird, but that actually seems fairly mild when compared to, say, the Spanish Inquisition. People who were too obedient to question orders have done many worse things in the name of religion.
[Mau's] people carved the gods. (12.51)
The statue of the gods didn't materialize out of thin air. People made the gods, not the other way around. This is a common theme in Terry Pratchett's work: we don't need gods; gods need us.