I do this all the time. Wheneve4 life gets shitty or I just feel depressed, I get mad at god. I don't believe in god, which is why this is weird. It's not that I start believing or anything, I just get mad at him like I would get mad at a character in a TV show.
Honestly, I would study a bit more about religion. I simply can not get mad at god anymore than the tooth fairy. I suspect that there my be underlining issues that you may not have delt with yet. Of course I do not get mad at TV charactors either so it may be a difference in personality types.
I see nothing wrong with a good loud, "Dog Dammit!"
Anger management is expectation management. Expect learning how to be a free thinking individual to be frustrating in this life filled with faith swindlers and protection rackets. It isn't life getting shitty. Its you getting frustrated by unreasonable expectation from life.
The circumstance that is causing you to be upset doesn't have feelings, or care about yours. It just is. The emotions come from inside your head. Learn to control them.
Perhaps try journaling or drawing instead?