At the time of the reign of King Canute in England, Denmark, and Norway, its unlikely there would have been a sizeable pagan population within his army and broader social network. While some of the specifics that you ask are ultimately unknowable, such as did Christians eat sacrificial meat (they certainly weren't supposed to according to Rome), because we lack detailed sources and first hand accounts, we can examine the broader movement and context of the North Sea world around the turn of the 1st millennium.

Paganism by the time of King Canute's ascent to the throne was very much a religious tradition in decline. Paganism had been on the retreat in Denmark specifically, and Norway as well, for at least two generations by the time Canute ascended to the throne. Extensive Christianization efforts had been carried out at the behest of his predecessors in both thrones. In Denmark, both Harold Bluetooth and Sweyn Forkbeard were Christian kings who had strongly supported the conversion of their kingdom's to Christianity. This took a number of different forms, but patronizing the establishment of churches, importing religious figures, many from England and Normandy, and public rituals, especially baptisms, reinforced Christianity as the ascendant religion in Denmark.

This had a trickle on effect. Anders Winroth posits that the early Medieval world in Scandinavia was a part of essentially an arms race between pagans and Christians. Christians had more formidable weapons in their arsenal though. The prestige that came from Christianity, connections to the Roman Empires, access to luxury goods, public rituals that reinforced oaths and ties of service to the elite, and not to mention the literacy and centralization that Church administration brought, all made Christianity a potent force to the Norse who chose to convert.

Indeed given the intensely personal and social nature of ruler-ship at this time, once the leaders of a country converted it quickly spread throughout the population of elites; this was essentially a social network that spanned the various petty states and minor ruler-ships of the time and facilitated a rapid conversion. This mean for paganism that many of its former supporters and adherents were rapidly abandoning it. Whereas the previous kings and local rulers had been deeply tied to pagan practices such as sacrifices, festivals, and other offerings, the influx of Christianity meant that few were left to maintain the old systems and ways.

This became even more complex in some areas, as traditional religious practices became intermixed with political resistance to centralized rule. Rulers such as the earls of Lade retained their pagan faith as a marker of their opposition to the centralizing power of the emerging Norwegian monarchy, whom they frequently rebelled against (though this did not prevent them from making common cause with the Christian kings of Denmark). Without the support of the royal and other aristocratic families, the traditional religious practices of the Norse withered away. Likely surviving in rural areas where little effective central control could be exerted, and which were economically and political marginal enough to not bother with converting. Eventually though Christianity permeated even these remote areas.

So within Canute's empire around the North Sea, there were few prominent pagan figures. There may have been some recalcitrant or stubborn Norwegian notables who either refused to convert or paid only lip service to Christianity, and their own networks may have stayed pagan for a time, but these would have been very much the exception. The Danish and Southern Norwegian nobility would have long converted to Christianity, whether willingly or not, because of its immense benefits, both of a practical and more esoteric nature. Their followers, who would have made up the vast majority of the armed bands that were doing things like invading England, would have likewise followed suit.

As for Canute's interaction with still pagan subjects of his....

He likely didn't bother interacting with them very much truth be told. Northern Norway would have been the one area that likely still had a significant pagan population at this time, and its unlikely Canute ever bothered to pay them much mind at all. That part of his realm was ruled through the aforementioned Earls of Lade, who at this point at least had to feign Christianity, but these areas were so marginal it is unlikely Canute bothered to interact with them.

Pagan subjects to Christian rulers had been a bit of a pain in the rear, especially for Norwegian rulers, the earls of Lade were just one example, but many of the stories about the stubborn pagan rulers, against whom Haakon the Good (a likely fictitious Christian king of Norway) was arrayed, are overblown. There is little evidence to actually suggest widespread apostasy among royal Norwegians rooted in stubborn pagan practices. Once the royals and nobles of the country started the conversion process it very quickly took a life of its own.

While it may have taken a few generations to sort itself out, and to impart new methods of thinking and behaving to the new converts, conversion to Christianity in Scandinavia was inexorable, and widespread, among the elite of Canute's realms.