Here's what I'm learning as all this unfolds (I'm an HR professional). A lot of religious exemptions are being denied, and the majority of people who were denied will not seek a lawsuit, and the majority of lawyers won't take the case.
Some companies seem to be very lax with their exemption criteria, others very strict. It seems to be more how desperate they are for government dollars vs political leaning (although that could still influence some companies).
If you are trying to claim a religious exemption, be prepared to get denied if you aren't part of an established religion that rejects vaccines and traditional medicine, or have gotten vaccinated in the past (like flu, or vaccines for kids to go to school).
As someone who works in the HR field, all of this is uncharted territory for HR and legal. HR isn't going to decide the exemption in most cases, the companies lawyers will. HR may help filter requests to the legal teams, but again, I'm finding for larger organizations it's the legal teams reviewing claims.
If you work for a federal contractor then expect to be vaccinated or fired unless you have subscribed to a mainstream religion that is and has always been against vaccines.
Some companies may also approve exceptions and later find they were in the wrong if the federal government (ie, Biden) goes even deeper and starts investigating claims. But that would take the EEOC I would imagine getting involved and they'll be busy for a while with complaints. Again, all uncharted territory. Good luck out there.