For Africa (Ethiopia) this church should be in:
http://en.wikipedia.org/wiki/Church_...orge,_Lalibela
http://en.wikipedia.org/wiki/Lalibela
They might be a bit later than the starting date, but their importance as the African Jerusalem was massive for the Orthodox Christians. Maybe it is a solution to allow them to be constructed.
Bonus could be, +2% converting of the population, +10% happiness (forgot the exact ingame term) and a increase intrade (due to a pilgrim industry)
Also this in modern Turkey should be worth a look:
http://www.cappadociaguideonline.com/
http://www.guardian.co.uk/travel/201...s-caves-turkey