Heathens as in what the Norse I believe called themselves (or rather those who believed in non-Christian gods), not as a pejorative.
Here are some earlier answers related to several examples.
The conversion of Ireland (earlier than Crusader Kings)
https://www.reddit.com/r/AskHistorians/comments/60wgyx/is_it_true_that_saint_patrick_driving_the_snakes/ by u/depanneur , u/alriclofgar and others, and
https://www.reddit.com/r/AskHistorians/comments/2o4ekc/a_girl_i_know_gets_indigant_every_st_patricks_day/ again by u/depanneur, u/Lonnbeimnech and others
From this month:
https://www.reddit.com/r/AskHistorians/comments/84wi9l/was_the_christianisation_of_ireland_peaceful/ in which u/alriclofgar and u/1MMRAM discuss the earlier answers
https://www.reddit.com/r/AskHistorians/comments/859t3l/according_to_popular_legend_st_patrick_drove_the/ by u/1MMRAM
The Northern Crusades (Prussia and the area now covered by the Baltic States)
https://www.reddit.com/r/AskHistorians/comments/39ijb1/how_did_teutonic_knights_communicate_with_baltic/ by u/JDHoare
https://www.reddit.com/r/AskHistorians/comments/45im8r/who_were_the_last_pagans_in_europe/ by u/kanyewestsample
https://www.reddit.com/r/AskHistorians/comments/5impz7/good_sources_for_lithuanian_baltic_and_northern/ u/Rhodis lists sources on the Northern Crusades, should you wish to read more
Vikings
https://www.reddit.com/r/AskHistorians/comments/7ursno/why_did_vikings_abandoned_paganism_and_converted/ by u/BRIStoneman and u/Steelcan909
https://www.reddit.com/r/AskHistorians/comments/6qg9wh/as_northerneastern_europe_converted_from_paganism/ and https://www.reddit.com/r/AskHistorians/comments/6ii1fq/how_did_the_conversion_from_norse_pagan_religion/ both by u/Steelcan909
Generalities / late Roman period
https://www.reddit.com/r/AskHistorians/comments/7q0spd/why_did_european_pagan_kings_convert_to/dsloq61/ by u/BRIStoneman
https://www.reddit.com/r/AskHistorians/comments/5uhqwr/do_we_have_any_sources_of_pagans_fighting_back/ and
https://www.reddit.com/r/AskHistorians/comments/2reffe/it_never_made_sense_to_me_how_easily_christianity/? by u/shlin28