I was raised Catholic, am now an atheist, but I'd watch this too. I also highly recommend "Jesus of Nazareth". It's a more traditional telling of the New Testament but the cast and performances are truly outstanding.
There's also The Gospel According to St. Matthew, by Pasolini. It's currently in my to-watch list, but many people claimed it's a step above Zeffirelli's Jesus of Nazareth
https://www.amazon.com/Jesus-Nazareth-Robert-Powell/dp/B075B...