Contrary to what is shown with the immigrant Welsh as superstitious pagans, the Welsh of the early 1800s had a strong Christian background, with the Church of England and an early Methodist movement being the most common denominations. Christianity, the bible, and Jesus would have been well known to anyone from Wales.
The weapons used in the massacre of the Indiana had advanced percussion firing systems consistent with weapons which did not exist until the early 1850s. In 1830 when the scenes supposedly took place, percussion caps were still being refined. Early percussion weapons would have been extremely expensive and their possession by a group of poor Welsh immigrants would have been impossible.