Catholics like to tell this story:
A student goes to a respected, elderly, professor and says he doesn't like any of the religious alternatives he's seen, so he's thinking about starting his own religion. He asks the professor how to go about it.
The professor nods and says, “Here's what you do. You get a group of your friends to go into it with you. You come up with a few simple rituals and precepts.” The students nods, “That makes sense. Doesn't sound too hard.” The professor says, “After that, you need to charge your friends with the responsibility of spreading those rituals and precepts.” The student nods complacently. “And then,” the professor says, “comes the big part. You go out into a field with your friends and have yourself killed as a sacrifice.” The student's eyes get big. “But that's not the hard part,” the professor says. “After you're dead a few days, then you need to come alive again.”
Apocryphal, little doubt. But it highlights a natural inclination in people to seek something more tailored to their individual tastes. If there's no religion they like, perhaps they can start a new one.
The problem is, religions deal with ultimate truths. For Catholics, there is the one truth: That Which is Taught by the Roman Catholic Church. If a Catholic wants a variation, he's skating on tricky ice: potential heresy and schism, not to mention potential stupidity and wrongheadedness.