He undertook some painful penitential rites, as with his barefoot pilgrimages to the shrine at Walsingham, such as that January 1511 to give thanks for the birth of a son. Ironically he would later dismantle it totally. I've seen it written that he may have understood religion in essentially transactional terms which may have embittered him as the son soon died.

These were undertaken in secret (sometimes at least and AFAIK always), so it doesn't seem reasonable to suggest they were for show.