I'm not sure a rigid belief in any religion is conducive to good investigation. However, I think when studying and trying to experience the more esoteric side of investigation - trying to "tap in" to the feeling of Stonehenge for example - it's important to try and suspend a rational approach and just "go with the flow".
I think this is a big part in paranormal experience in general - that's no necessarily to say that it's all in the mind, but rather a willingness to experience things without trying to analyse during the experience seems a productive mindset in some ways.
Our group are interested in apparent psychic phenomena, and have worked with people who term themselve psychic. We don't have any corporate belief structure beyond rationally appraising experiences and reports, and that includes studying alleged and/or apparent psychic ability. I think there's a useful line to be drawn between using "mediums" with set religious beliefs, such as Spiritualism, and people who simply claim to have some sort of psychic connection or talent. We've found using the latter to be a useful and productive approach.