Dedication takes into amount the number of buildings from the faction you've joined compared to buildings from the other two faiths. But it counts this for the whole clan not just your demesne. So your vassals need to build christian churches. You can't tell them to do this directly, but I've been told by the programmers that vassals who like you will build religious buildings of the same type as the faction you've joined. However the code for how and when they destroy already built constructions might need to be looked over.