There's nothing to suggest that an answer to this question would be different than the answer without the religious context.
Since the difference between indoctrination and education is muddled at best, and intentionally divisive at worst, I'm not going to address that terminology beyond this.
Your question is really many questions, and these are the answers I would provide:
Disagreeing With Your Child's Teacher
There are many articles out there regarding how to deal with teachers that you disagree with. Because of the nature of the subject, there's not much in the way of data. However, the different opinions out there generally have a few suggestions in common:
- Keep a calm demeanor
- Address the issue at an appropriate time and place
- Go to the teacher first (rather than above their head)
Here are some links: SheKnows, Parenting.com, MemberHub
Handling Peer Pressure
This Parenting.SE question on peer pressure lacks some details, and seems a little out of date. There's also not much for data on this subject, but there's general advise on avoiding peer pressure:
- Instill self-esteem and positive self-image
- Encourage diverse peer relationships
- Develop strategies for turning down pressure (Don't justify, nor argue, nor defend, nor explain. AKA, Don't JADE)
University of Nebraska Lincoln, A Better Child
Dealing With Religious Themes in Literature
Aside from homeschooling your child, and controlling everything they read, there's no way to prevent your child from reading books with religious themes in them. Religion and mythology are core parts of culture, and thus make it into art in amazing kinds of ways. It's said that one of the most recognizable icon in the world is Superman's S shield. It's pervasive. What you may not know is that many people draw parallels between Superman and Jesus Christ, even though Superman was created by Jewish guys! I say this just to illustrate how unrealistic it would be to prevent a child from coming in contact with religious ideas from this avenue.
So rather than preventing the issue, we'll have to address this by treating the issue. Again, this isn't a topic that's easy to study, so we'll have to forego data once again.
I would say that the best route to take is to encourage education. Instead of your child encountering themes that may only apply to one specific religion, or just a few religions, try to expose them to a wide variety of religious themes. The more religious (or non-religious) concepts they're exposed to, the more they'll be able to see that there isn't a consensus on the subject.
Personally, I would try to encourage a love for Science Fiction. That genre often does a great job of addressing religious beliefs and rational beliefs, and how they counter each other or coexist with each other. I find it hard to find a Sci Fi novel that doesn't also have religious elements, but I attribute a large part of my open-ness about and lack of religious to my reading habits.
As far as other media, or just life in general, my answer would be the same. Increase exposure to all types of religion. Ignorance is not a defense against the ways of the world. In fact, a famous study shows that people who identify as Atheist or Agnostic have the best Religious Knowledge. So, obviously, non-religious individuals shouldn't be expected to be unknowledgeable about religion. You can also research the relationship between education level and religiosity and draw some conclusions there. I won't address that topic in any detail here, as it's not the appropriate place.
Harassment and Bullying
I think there are plenty of questions on Parenting.SE to address this already.
Handling Guilt and Shame
Guilt isn't a particularly religious concept. If you "steal" a cookie from the counter, you may end up feeling guilty about it. Guilt happens when you do something that you believe you shouldn't have done, because it's contrary to your morals. Shame, by contrast, usually occurs when you do something that others don't believe you should do. Based on the context of the question, I believe only shame is relevant here.
In this article, Why Shame Sucks, the author says the following:
I try to be abundantly clear with children that they are loved and accepted unconditionally, even when their behavior is terrible. It is way too easy for kids to slide directly into feeling worthless via shame.
This sentiment is echoed in other articles, of which there are plenty. They also suggest avoiding shameful wording or disciplines. Now, if the shaming activities are occurring at school, then you're likely going to have to address it with the school. If the teacher is the one doing the shaming, you'll have the first part of this answer to help you out. If it's children doing the shaming, then try looking at the bullying answers.
All of these answers are connected by a single concept, which I believe is the real answer to your question:
The best thing to do is to raise your child as best you can, provide for them as best you can, educate them as best you can.
By addressing your child's physical, developmental, psychological, emotional, and intellectual needs, you'll be doing the best you can to protect them from anything. This includes "protecting" them from religion, as you put it.
Education will play a large role in this. I'm not saying education trumps religion, or that religious people aren't educated. But, I believe that when people change or choose religions (or non-religions) it's because they've been exposed to new information or experiences. If they're only exposed to information that supports a single outlook, then that's likely to be the outlook they choose (see State Atheism).
If you educate your child on all the different types of religions and religious beliefs, then you're better preparing them for handling exposure to them in the real world. They'll have time to reconcile the variety of beliefs with their own world-view, and be better able to stand firm in their own beliefs.
I would also take the same stance for parents that desire their child to accept a given religion. If they're never exposed to other religions, then when they finally meet them face-on in the real world, they may have a harder time adjusting.