Hello! To answer your question, Saki uses a few literary devices to bring out the feeling of Conradin being oppressed and in search of freedom. I describe the two most prevalent devices below.
Imagery and polysyndeton (this is the deliberate use of more than one conjunction) are twin tools used to paint a sense of suffocating oppression. Conradin's cousin, Mrs. de Ropp is described as 'representing three fifths of the world that is necessary and disagreeable and real' in Conradin's life, while Conradin is left with only two-fifths for himself and his own imagination, and even that is in 'perpetual antagonism' to the world Mrs. de Ropp represents. Conradin's life is one of perpetual internal conflict. He is pictured as an inward rebel: it's the only way he can maintain some semblance of self, identity, and autonomy in his severely micro-managed life. Despite this, he fears
... that he would grow ever more sickly under her pestering and domineering and superior wisdom...
He chooses to 'worship' in his own way, refusing to attend the insipid church services his cousin favors. He calls his guardian's church services 'an alien rite in the House of Rimmon.' His own worship is replete with images of idol worship:
Every Thursday, in the dim and musty silence of the tool-shed, he worshipped with mystic and elaborate ceremonial before the wooden hutch where dwelt Sredni Vashtar, the great ferret. Red flowers in their season and scarlet berries in the winter-time were offered at his shrine, for he was a god who laid some special stress on the fierce impatient side of things, as opposed to the Woman's religion, which, as far as Conradin could observe, went to great lengths in the contrary direction. And on great festivals powdered nutmeg was strewn in front of his hutch, an important feature of the offering being that the nutmeg had to be stolen.
This polecat-ferret god is a heathen god of violence. His worshippers indulge in ruthless and vindictive celebrations when an enemy suffers (in this case, Conradin celebrates for three days when the aptly dubbed Woman, Conradin's guardian, suffers from a toothache). This imagery of primitive idol worship, complete with sacrificial offerings and celebrations of vengeance, represent Conradin's rebellion and his quest for freedom against the oppressive tyranny of his guardian. Mrs. de Ropps' self-righteous coddling is confining and suffocating to Conradin, but she is oblivious to any insensitivity on her part. When she sells the hen, she imagines she is doing Conradin a favor.
With her short-sighted eyes she peered at Conradin, waiting for an outbreak of rage and sorrow, which she was ready to rebuke with a flow of excellent precepts and reasoning.
While we do not know what 'boon' Conradin asks of his god, we recognize the defiant hymn of an avid worshipper who worships a god he knows will administer retributive judgment in due time.
Sredni Vashtar went forth,
His thoughts were red thoughts and his teeth were white.
His enemies called for peace, but he brought them death.
Sredni Vashtar the Beautiful.
Saki describes the serene worshipper enjoying his food with a sinister calmness, indulging in a sickeningly sensuous decadence: ' ...during the toasting of it and the buttering of it with much butter and the slow enjoyment of eating it...' When the author alludes to the death of Conradin's guardian at the hands of the inimical polecat-ferret god, the shocking imagery is complete; the worshipper is satisfied. He has been avenged.
Hope this helps!