Is any of this going to affect your work environment? At this point I would be more concerned about that. The little religious cult is going to do just what they like regarding you, whether or not you play into their hands by writing a letter, talking to the elders or doing nothing. BUT, the co-worker, is she going to shun you at work? Will this be detrimental to your ability to do your work well and completely? Will it influence her reviews of you as employee?
You owe the JC/elders/JW coworker (even if she was a friend...) nothing. But as far as work goes, from this point on, document document document.
BTW, am I correct to understand that she had this little "talk" with you AT WORK? and under the guise of it concerning your work? Even if she did it during lunch hour, any communication with you regarding this personal religious matter, or any insinuation that it concerned your performance is a serious SERIOUS violation of ethics, and I'm sure higher-ups in your company would NOT be happy to hear about it.
O