Hi Engyo,
My belief is that religions are all the same, we believe in one God so it applys to any religion. The only warning I can give to people to going to pilgrimages are its fine if you open your hearts to goodness, just be aware that evil may come upon it and strengthen your beliefs in the good in you. In my experience, this evil spirit told me if I want to kill Lucifer/satan in me is to kill myself, so if you are one of the ones that these spirits decide to trick please make sure you are always are aware what is good and bad. In my opinion if a spirit asks your life or someone else's life, they are evil. I would not expect an angel to stop a murder as one did in Abraham's case. God already told us that he will never ask our life by commiting suicide or killing someone else. Some people who are so religious might get trick since they would let thier hearts do their actions and not their minds, so if they thought it was a messenger from God they would do the unforgivable act of ending ones life. Hope this would protect you from evil in your travel. Just do not be afraid, the evil spirits are more afraid than us if we are firm and vigilant, that I can assure you.
I just thought of the pilgrimages because my brother who was taken by an evil went to them and logically makes perfect sense to use Holy relics since evil do not respect them and people do. Again I always say God is everywhere.
Enjoy your trip and safe passage and voyage to you...