He discussed some of that after a Q&A I attended, in the light of WOK (he did mention that more aspects of his system would surface in that series, and it'd be more present on the whole then it had been in Mistborn and Elantris, but IRRC not necessarily in book 1 that is more action oriented, while the next books would get more WOT/ASOIAF like). IRRC, he explained that his "cosmology" (which he didn't want to explain too much in detail beside reluctantly explaining a bit his three planes of existence for souls (IRRC), as his characters in all his books so far have a very limited understanding of this and he feels readers shouldn't know too much more than they do. It's been almost a year, but I think he explained the Kadra is an example of beings from the second "plane" owes a great deal to his fascination with world religions and they are an aggregate of multiple influences he's gathered in his readings since he was a teen and to which he gave his own twists rather than echoing any specific faith. I recall he did mention that the greatest influence his personal faith had on his work was an enduring fascination for faith and religions in general, more than aspects of the Mormon faith he transformed, built on and translated into his fiction work. That aspect of Sazed as a scholar was very much Brandon, though his crisis of faith was something more remote to Sanderson's experience he took on as a kind of challenge: could he write convincingly someone who doesn't believe? (IRRC what he said about this). He also spoke of an open-mindness to other faiths and other beliefs.

What might be a bit "special" (it's probably not unique) about Sanderson as a (epic) Fantasy writer is that he seems far more influenced and interested in the religious aspects and in anthropology than in the mythologies that come with religions and that most often serve a lot in worldbuilding (even with the more original/weird worldbuilders like Miéville). He knows his Odin and Zeus and co. well enough, but it's when he talks of various beliefs and cosmologies etc. that he gets really passionate. Some of his more convincing and succesful scenes in TGS were often those dealing with spiritual questionning, loss or enlightement, incidentally. Egwene's Dreams, or the whole sequence with Rand from Tear to Dragonmount were really well done, though from the way Brandon spoke, these were the sort of scenes Jordan himself had focussed a lot on before his death, rather leaving action/plot in outline over that (and it's clear from past books that it was building up to this). We'll likely never know the bottom line of who contributed what to those scenes, but Brandon still showed an affinity with those themes. He polished them well, if not more than that.