O' Connor had an extreme passion for the Catholic faith and she wanted people to think about sin and salvation.
"Socially, her context was the Bible Belt, and she had a penetrating eye for its grotesqueries --- the tent revivals, the child evangelists, the sawdust salvations, and the highway admonitions to "repent or burn in hell." She had no illusions about the South being Christ-centered, but she did find it "Christ-haunted." Ghosts can be very fierce and instructive and they cast strange shadows, she said, and she found in the Southern temperament "a sense of the absolute, a sense of Moses' face as he pulverized the idols, a sense of time, place and eternity joined."
"A Catholic, she once said her faith in Christian dogma furnished her with "a sense of continuity from the time of Christ" and assured her a respect for mystery. In the sparest and most vivid prose she used the region to suggest what transcended it. "The writer's gaze," she said, "has to extend beyond the surface, beyond mere problems until it touches that realm of mystery that is the concern of prophets."
"There is always a moment when grace is offered, as when, in "The Artificial Nigger," the old man sees "that no sin was too monstrous for him to claim as his own, and since God loved in proportion as he forgave, he felt ready at that instant to enter Paradise."
Why O'Connor took her religion so seriously is hard to say. After all, what makes one person believe and another doubt? And among believers, what makes one person feel his or her faith intensely and another hold it primarily as an intellectual construct?
That said, O'Connor's faith is visible in her writing in many ways. The simplest way it is visible is as a subject. Her characters talk about faith, argue about faith, meaning, etc., and use language derived from religion.
That's pretty common, though. What's more important in relation to religion in O'Connor are the ways in which virtue, temptation, and possibilities of redemption show up in her work, and the way symbolic meanings are found throughout her stories (often symbols anchored in the Bible).