Hard to say. People derive pleasure from different things. If drinking coffee and eating pastries is a form of hedonism, most priests I've met are hedonists extraordinaire.
As a practitioner of the esteemed and exclusive erotic dancing girls sect you would have special insight into this aspect of human nature!
The main world religions appear to be universal in creating awareness of the excesses of hedonism and each has practices that aids their adherents to dwell more within the higher rather than lower nature.
The problem is that relatively few who declare allegiance to a faith are aware of basics of what their Teacher taught let alone putting it into practice.
Those two categories are too coarse for me to want to generalize about, especially on a topic like hedonism for which different religions contain wildly different teachings about self-indulgence and pleasure. With such a coarse frame of reference, it's probably a wash.
I consider the concept of a heavenly afterlife to be somewhat hedonistic.
I can't say that makes religious people more or less hedonistic than those that aren't. Then again, I have a hard time delineating who is or is not truly 'religious' as some people who fit the classic definition in my head vehemently deny the moniker for what seems like self-indulgent elitism. Are they to be counted among the non-religious hedonists?