Pain, or rather one's perception of pain, is highly influenceable. It seems like the brain can be tricked into ignoring the pain signals, much like hypnosis. Religion is probably part self-hypnosis, part placebo, and part distraction in this case, so I would imagine that it could be effective. As much as thinking of sculpture ideas helps me manage pain (my back is a little screwed up, so some days it really hurts).