What if Colonists have another parametr: Religion. (alongside nationality.)
Lets allow building other temples, than default. May be an FF effect. After all the recruitment of immigrants in Col is mostly about religious freedom.
You are Spanish, or Portugese Your default religion is Catholic, If You are English or Dutch, it's Protestant.
Now what if aside from Your default temple You could build other temples, and recruit adherents of other religions; even Jews.
The prerequisite would be at least one of the followers of that other religions working in your colony
If You build say Synagogue, You may need LOTS of Stars of David to recruit a Jewish colonist, but after continuous recruitment of Catholics in catholic, or Protestans in a protestant country, as the crosses cost goes through Cathedral's roof, it might become worthwile to consider attracting minorities.
What shall the religions do in terms of gamplay?
Well if Protestants capture mostly Catholic colony or vice versa, thare may be tensions, if You don't have the religious Freedom policy/the right Founding Father. However, ecven if you do have the policy tensions could also occour if worshippers of different religions in the colony are present (thats the a price that the player may have to pay for the benefit increasd of immigration) if ddifferent temples produce lost of religious symbols, but city hall is not making enough Bells (poor government).
The effects of the religious unrests could be similar to Indian attack. A building burned, goods stolen or a colonist killed.
IMHO Ogletorpe should have the effect on criminals and Servants, and Penn should effect crelated to religious tolerance.