I don't think there's anything wrong with it, as long as one recognises that it's their own eclectic path and not call it [religion name].
I don't think there's a truth, a religion which has all of the answers. A lot of religions make that claim but I've never found any that was The Truth. They say they have proof, often these are incredibly similar to each other, some old scripture, supposed prophets that claiming divine messages were directly told to them, supposed prophecy fulfilled, people claiming miracles, lives supposedly changed, etc. The more I look into it, the more I see a repeating pattern emerge. Like I said, it is of religions which claim to be the one path to follow, other religions can be less dogmatic and not make such claims.
It doesn't mean that there's nothing of value within the religions. I just think that there's a lot of outdated morals and teachings in them. Instead of letting humans progress, they're making them stagnate. One can learn from the good bits and apply the useful teachings without stopping the evolution of our ethics.