I'm not sure if my reply will have spoilers but to be safe I've used the spoiler option anyhow.
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I recently trained 5 villagers in Devotion. I decided that dropping them by the statue seemed to be the only way to do it since I have already converted all the "Heathens". I always look at the skills screen of my "kids" to see what skill they seem to be drifting towards. If any one of them is leaning towards devotion I put the checkmark by that skill no matter how young they are. Once the kid reaches working age, I drop them by the statue. Now you're going to get the "polishing the statue" message but that's okay. I got the same message but decided to keep them polishing the statue anyhow. Even if they stray away from the staute and "aren't sure what to do" I just dropped them by the statue again. I did nothing else but let the game run and checked on them from time to time. Now all 5 of them have mastered "Devotion" and 3 of them have also mastered "Building" as well!! We all know that some skills from the parents can be passed on to their kids so it doesn't hurt to have your "Devotion" trained villagers have kids. I'm not sure but I think that when they are polishing the staute they must also do some "honoring" somewhere in there as well.
Hope this helps!!
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There just aren't enough hours in the day to play.