There must be at least some consideration of the possibility that You did not formally establish any religion but simply proclaimed that the way to God was through You. The philosophical and spiritual movement initiated by this good news resulted in people establishing organized religions and churches.
The point, I think, is often missed that in God’s relationship with humanity He did not set out to establish “clubs” upon which He now looks and judges their efficacy. God gave us You, His Son, His Word, and told You to deliver the message that You are The Way, The Truth, and The Light. If we believe in You we believe in God. If we know You we know God. This is why You were sent. People who believe this have come to be called Christians.
It seems to me that Christianity connotes less the name of a religion than a belief in Christ and a movement through Him to the Father. It is not Christ but we who have formed all kinds of “clubs” under the banner of “Christianity.” Our clubs help facilitate our direction, they educate us, but all that is needed is belief in You. This is the way to our Father – acceptance of You as the only way to union with God. Thus is established the truth of Christianity more than the truth of Catholicism, Lutheranism, Methodism, Calvinism, etc.
It seems likely that You came intentionally at a time when mankind, in the person of the Jews, was, in its relation to God, becoming an introverted legalistic system based on religious xenophobia. The desire by God to love and gather in all the flocks of mankind was waning and needed to be heralded in dramatic fashion for all time.
Our contemporary diversionary tactics over the years have diminished our perception of the fact that this is exactly what You did. Belonging to a religious “club” may help, but the path is not a religion – it is You!