You'd need to ask
CirdanDharix since he seems to have mentioned it first.
I did, two versions back, notice that the two Moorish settlements closest to Aragorn's starting position were like that (but as I mentioned, Martial Law of all things seemed to work). I believe in the last version, there was one rebel city that I took as Bohemia near the top of their continent that was also fully christian (thanks to region leakage) but I couldn't build churches, etc. I'm going with Aragorn again in this version, but I held back on getting those Moor settlements as I didn't imagine it would be worth the effort. I should try, though.
In general, I think you can convert a region's population, but not their official religion if you can't build churches/etc. They'll still convert due to the region leak, especially if you destroyed whatever religous building was there initially. Family members, too. A FM has 5% convert, and I think I once saw my Faction Leader also get crusader for another 15%. If you siege for a few turns, the region's population converts really fast.