Since North American contact happened right around the same as the Christianization of Iceland, many of the Vikings were split between Christianity and Paganism, Lief Erikson himself was a Christian. So would the majority of the Vikings in North America be Christian, Pagan or maybe split evenly between both religions?
In short answer, we don't know (though the last is probably the most likely): AFAIK none of the artifacts have been found in L'Anse aux Meadows, the hitherto only identified Norse site in the New World, that tell us the religious affiliation of any occupant of seven buildings of the site. The archaeological finds are mainly fragmentary iron product and its slag, in addition to a few personal items like a whorl, a pin, a needle, and a whetstone.
The estimated maximum demographic capacity of the site was ca. 70-90, about ca. 15-20% of the newly founded Norse Greenland settlements, so I suppose there were some room to co-exist the non-Christian and Christians.
References: