There doesn't seem much to the religion of the goblins, other than to make them seem a bit icky...... Although when asked what it is, Granny Slick says something along the lines of "Unggue helps".

Stinky has all kinds of odd powers; he knows Vimes is scared of the horse and can actually control the horse. He's able to use words he might not necessarily have heard in a small village. He knew that the Gathering Dark was in Vimes. But he also was the goblin in the book that Vimes read as a child.

I reckon this makes Stinky the spiritual head of the goblin religion. Also, do we ever get to hear his goblin name?