He's 3x married and 3x divorced, don't know if he has any specificaly religious practice at all these days.
He does identify strongly, civilizationally, with Judeo-Christian West.
I do not know, around the time of the trip, wherein, President Trump visited with Francis, I read that Bannon was Catholic... Some claim once a Catholic always a Catholic... Bannon is world’s apart from the politics of Francis.
And we don’t know if annulments were obtained.