The first thing that is useful is to have broad knowledge of the religious traditions one is likely to encounter. Next, it is important to decide whether, in fact, the suggestions acceptable within your own faith tradition are appropriate to the client's tradition and whether you can ethically do such counselling without violating your beliefs or those of the client.
For example, if you are working for a Roman Catholic organization, you cannot, legitimately, within that faith tradition, even mention the possibility of birth control to a atheisitic teenaged, HIV-positive, unwed young woman. In this situation, a referal to Planned Parenthood might be in order. On the other hand, counsellor working for a reform Jewish organization might not be able to provide faith-appropriate counselling to a devout young Islamic woman.
On the other hand, all agencies based in Hindu, Christian, Buddhist, Islamic, or Jewish traditions could offer grief counselling to a recent widow of most other faiths, advising that she seek comfort in the traditions of her own faith, whatever that might be, however, such faith-based counselling would not be of much comfort or use to an atheist client.