I think it'd be great fun to make up a mythology/religion world-building for WME's <3 Making new mythologies for species is always great fun, especially when it's a species as strange as the WME's! Like, how would their mountain living affect their religion? Would they have one god, or a whole herd? What would it/they look like, and would it/they even be a WME or would they be derived from a whole bunch of other alpine creatures, like Alpine Choughs, or Mountain Goats, or Marmots? Would alpine flora have any symbolic meanings for WME's? Would they have any fables that mothers tell to their foals, and that get passed down through the generations? I think it would be a great idea to get the creative juices flowing for everyone :3
Plus, I think talking about this kind of thing would only start getting offensive if you start dragging in actual religions and beliefs into it, like using distinctly hindu or christian iconography or tales. Then it would be annoying for everyone, not just for people of that religion : x
I always love reading worldbuilding/creation stories that people create for their own little worlds, they're always so creative and interesting to read!