Symbolism, Imagery, Allegory
While religion doesn't play a huge part in the story (people are more likely to say "Oh God!" because there's a giant bug in the room than say "Oh God!" because they're praying) there are some religious elements sprinkled here and there.
Some critics argue that Kafka chose the German word for vermin—Ungeziefer—with an eye toward its medieval meaning as an animal too debased to sacrifice (Corngold 87).
The German word has a creepy echo after World War II, long after the story was written, because the Nazis used the word to describe Jews. While the Samsas are Christian (note the scene where they cross themselves over Gregor's corpse), some critics believe that Jewish mysticism plays a role in the story.
Although there are no specific references to Jewish texts, critics note that Kafka, a Czech Jew, was reading about Jewish folklore at the time (Bruce 111). Gregor's "exile" in his own room is read by these critics as an allegory for the Jewish diaspora.