I hope that the seminal study of thic topic is still Christian Lübke, 'Das "junge Europa" in der Krise: Gentilreligiöse Herausforderungen um 1000 (The Crisis of "Young Europe': Pagan Challenges around 1000)' ZfO 50-4 (2001): 475-96 (link for the full article pdf to be found in the linked abstract page).

The author (Lübke) of this article mentions several sources especially from pp. 481-86, and, in addition to Gallus Anonymous in the second decade in the 12th century, the account of Thietmar of Merseburg is, though fragmentary across his Chronicle, by far the most important as well as contemporary primary sources also for this 'pagan reaction' matter in the first half of the 11th century. He also notes Cosmas of Prague and the Annals of Hildesheim. At least those works of Thietmar and Coamas are available in English translation, so you can check them as your departure point for research, I assume.

References (just linked to the book's official site on the publishers, not directly to the texts themselves):

• Cosmas of Prague. The Chronicle of the Czechs, trans. Lisa Wolverton. Washington, DC: The Catholic U of America Pr., 2009.
• Thietmar of Merseburg. Ottonian Germany: The Chronicon of Thietmar of Merseburg, trans. David A. Warner. Manchester: Manchester UP, 2001.