Hi I'm French :]
Loads of French names are "religious" as you say, being a catholic country, but anyway
Marguerite,
Madeleine, Blandine,
Bernadette,
Lucie,
Blanche, Thérèse,
Anne,
Sophie,
Julie,
Aline,
Juliette or Françoise are famous saints.
NB : It's Geneviève, not Geneveive.
Hope it helped you :)
E-mail me if you want further informations.
Andria.