A religion of one's own

Moore states, "I was choosing against formal religious life and leaving open the possibility for a religion of my own. Years later I would read about Emerson coming to a similar point of decision, rejecting the formal tradition, and for him, too, it was a matter of becoming more religious, not less" (A religion of one's own, 2014, p.207).
What Moore and others such as Moore demonstrate is a faith that seeks to go beyond a human formed and controlled expression and experience of faith. In a training session for Church of England clergy discussing 'policy/rules' regarding allowing children participation in the Eucharist, all were reminded that baptism is the entrance into the church. Asked whether a Baptist's believers baptism was considered the same as an Anglican baptism, it was stated emphatically 'no'. Of course, Baptists and others similar are not allowed to preside at Catholic, Anglican or Methodist (to name bit a few) Eucharist's! Catholics may receive (participate) in Anglican Eucharist's but not the other way around and so this religious craziness continues. I can understand and sympathise with Moore and Emerson. Perhaps this is why others take it a step further such as Cupitt when he writes in 'The Fountain', "Since we now have no further world to expect beyond this one, and even this one is passing away rapidly, we should spend ourselves completely and be content in due course to pass away and be forgotten along with everything else. Life's a package deal: it cannot be re-negotiated, and there is no alternative. So we should buy into it, and make the very most of it".
How do I, if I want to leave behind silly formal religious ways and views of an out-there, above-beyond God, to 'create' an authentic faith that values my experience and yet draws on my Christian heritage and understanding? How do I create an authentic faith be it progressive or Christian humanism or whatever else it can be labelled as?