In order of brownie points with the Lord,

Major Places                  Hex                           Notes                         
Jerusalem                     offmap                        holiest pilgrimage, in        

                                                            infidel hands                 
Rome                          PPS00                         especially every 50th year    

                                                            (1350, 1400,1450)             
Santiago de Compostela        L0000                                                     
Regional Shrines                            Fief                                        
Notre Dame, at Chartres                     FCR03                                       
St. Andrew, at St. Andrew's, the            SMM00                                  

Midlands
     
St. David, at St. David's                   EPM01                                       
St. Martin, at Tours                        FTS06                                       
St. Thomas a Becket, at Canterbury          EKE03                                       
St. Joseph of Aramithea, at Glastonbury     ESM04                                       
San Niccolo of Bari, in Naples              G0000                                       
St. Patrick at Lough Derg, in Ulster        RUL00                                       

In addition, any Archepiscopal or Episcopal See would count as a local shrine.

Crusades: The principal objectives would be-Jerusalem. Egypt, to help liberate Jerusalem Constantinople, to help fight the Turks, and then go on to bigger things Tunis, to suppress Islamic piracy Spain, a perennial favorite, though quiet in this period: Granada is still Muslim.