The best religious cope is prayer.
There is a 900-year old Sufi poem book called "The Conference of the Birds" which I quite enjoyed reading when I was coping with religion. The English translation I read was by Sholeh Wolpé and it is available for free on Anna's Archive (annas - archive . gl). The book is a story about birds, all from different walks of life walking the road to salvation. It has brutal as well as funny moments in it. If you decide to check it out, skip the foreword and go straight to the actual book. The foreword is just a bunch of nonsense about how the original Persian poetry can't be properly translated to English. That book is good escapism, at least if you're from an European culture like me.
I would also say that it is a good read no matter which of the big five world religions appeal to you.