Thanks to my recent posts about the Walum Olum, Algonkian Church History has a new set of readers. If I understand their views correctly, it appears they claim that the Lenape Indians became Christians during one of the voyages of Leif Erikson (or possibly during a visit from other Norse Greenlanders). Although the Walum Olum supports such a belief, the Walum Olum wasn't written before the 1700's so we'll have to look at other sources.
Two primary sources tell us about Lief Erikson: The Saga of Erik the Red and The Saga of the Greenlanders.
According to chapter 5 of The Saga of Erik the Red (see this English translation) Leif Erikson was sent by Norway's King Olaf to take Christianity to Greenland. Later, in chapter 11, the Greenlanders come upon people paddling "hide-canoes." It strikes me that these people are much more likely to have been Inuit [Eskimos] than Lenape. And nowhere is it claimed that issues of religion were discussed.
I wasn't able to find a translation of The Saga of the Greenlanders on the web. According to various sources, this saga includes some description not only of Leif Erikson's voyages, but also those of his two brothers, his sister, and a man named Thorfinn Karlsefni. I have not found any discussion of The Saga of the Greenlanders which claims that any of the voyages were used to bring Christianity to the Native Americans, instead I'll wait for my readers to contribute that evidence.
It seems so far that the evidence for Christianity on Turtle Island in "pre-Columbian" times is rather flimsy. Using the two sagas as their guides, scholars have tried their best to identify the location of the Viking settlement known as Vinland, but, according to the Dictionary of Canadian Biography,
It must be said that both sagas are too vague, too confused, and too brief in their accounts of the course followed by the Icelanders to Vinland, of the geographical and topographical features, of the flora and fauna, and so on, to enable positive identification. Even the passage in the Saga of the Greenlanders on the length of day in Vinland, which at first sight would seem very helpful, has proved a broken reed. Its interpretation involves highly technical definitions and astronomical calculations, leading to such great diversity of opinion that, on the basis of the passage, Vinland has been located as far north as 58°26´N and as far south as 31°N, or even Florida. Each scholar has had to juggle the narratives, assume copyists’ errors, supply missing details, and so on, in order to make his favourite locality fit the meagre details the sagas provide. By such means Vinland has been located as far south as Florida, as far north as Hudson Bay (where the climate is assumed without evidence to have been much warmer in the year 1000 than at present) and as far inland as the Great Lakes. Helge Ingstad has even suggested that there existed a North and South Vinland, the latter on the New England coast and the former in Newfoundland.So without knowing where Vinland was, I think it would be difficult to claim that a particular tribe or Native nation was brought to the Christian religion by Norwegian explorers.