I took a philosophy class that sent us out to different religious services, 6 of them, and then had us write a paper. I loved the experience and highly recommend it. I can see the same kind of thing being helpful for kids--only with more adult supervision and questions answered etc. And maybe not a term paper. But you never know.

I would also stock the bookshelves or haunt the library for scripture and literature from around the world, and try to spend equal time and emphasis on Bible, Quran, Gita, Tao de ching, Torah, etc. Let them self direct if they are mature and interested enough; if not provide some structure like "this week we are doing Judaism; next week is Shinto" e.g. Show them it's a big world and there are many very different ways of thinking and believing.

If they've already got their mind made up and aren't interested, I don't know that there's much you should do besides support them in what they choose while unobtrusivesly providing access to info about other systems. Maybe offer incentives for learning about other religions?

Anyway the important thing is you're doing the best thing by adopting so hooray for you!! Best of luck and thanks for being a cool human.