Well, it does take a while to convert all the heathens.
Lots them have to be "talked to" multiple times, before they convert. And you get devotion skill every time you do that.
I've gotten two Master Devotees that way and I still have some blue-masked heathens.
If you mean after converting all the blue-masked heathens, I don't know. If the villager has some skill at devotion they will
worship the hand ("honoring") on their own, but I don't know if this increases their skill level.