Many of the Oxyrhynchus Papyri deal with religion, and can tell us a lot about both pagans and Christians: for example, an invitation to a feast of Serapis.
We know that pagan in Egypt needed certificates to confirm that they had performed sacrifices during the summer of AD 250 as several survive - Decius was persecuting Christians, so this pagan wanted to be sure his religion was clear. Four such certificates survive from Oxyrhynchus from the same month, and another 42 from elsewhere in the Empire. Subsequent emperors continued the persecution of Christians, and an arrest warrant survives from the persecution of Christians in AD 256.
In Oxyrhynchus Thursday was the day off in circa AD 313, when the city was still pagan - a dozen years later Chritianity was the dominant religion, and so Sunday was the day of rest in AD 325.
A fragment preserves the question posed to a Roman oracle; and its answer - "yes".