All British royals, as far as I am aware, are Catholic. Most of them are Reformed Catholic, but a few are Roman Catholic (notably, Princess Michael of Kent, and the Duchess of Kent).
Under the 1701 Act of Settlement, those royals who are, become, or marry Roman Catholics cannot be in the line of succession to the British throne. The interdiction on marriage to a Roman Catholic was removed in the 2013 Succession to the Crown Act.
The monarch, together with everyone in the line of succession, is required to be in communion with the Church of England. If a royal were to convert to any other religion, even another Protestant religion, that royal would be removed from the line of succession.
Battle Pedant 