Love it, Noxlumos! I'll remember that one.
I was once listening to Canon(?) Roger Royle talking about the time he was duty chaplain at a hospital. He sometimes wished people who weren't religious wouldn't put their family religion down (in the case of Christian religions). Said no matter what their beliefs were, if they weren't Catholic or Jewish, they'd put C of E and he'd end up with a huge caseload of people who really didn't need or want his services at all.
I noticed last time I was in hospital there was a box for 'prefer not to say'.
For ethnicity, I usually tick 'other' and then put something like 'anglo-scottish with a bit of saxon and viking for good measure.'