I have problems with religion because it is never restricted to the private field, restricted to those who believe, but always also interferes in the political, economic, social and moral fields. In other words, it affects the whole society, not only those who believe in it.
I have the same view.
So, skip the religious organization part and find a group of earnest Seekers to study the Scriptures with.
After a while you will have a common understanding of what the Bible says and, "poof", you have become a religion in the eyes of the world.