Local histories, compiled genealogies and newspapers may give us some context without naming our target. Speculating that the family "probably" was of a predominant religion, "likely" a farmer, "possibly" poor, "not likely" to have left records or it would "most assuredly" be too expensive in time and money to do "a reasonably exhaustive search" is a common and self-defeating trap.
Instead like running water circles a drain, leaping to conclusions is expensive and non-productive. Questions need to be articulated and followed.
Some paths of questioning are hierarchical and the results may be produce sets of intersecting groups to explore.
What religions were practiced in the area?
Are there any clues in naming conventions and cultural patterns in succeeding generations?
Were those religions associated with migration groups?
Do any records still exist?
What resources would know where to check?
Can the local reference librarian or historical society help?
Is there a reference in PERSI, the Family History Library or any academic databases for any microcosm studies in the area?
Is there an independent scholar in the online genealogical world who has pursued similar questions?
Other questioning patterns may begin by sketching rough drafts on a notepad or experimenting with software for Mind Mapping techniques.
I like the Open Office (free) Impress tool (like PowerPoint) for it's many free form diagramming tools combined with a logical presentation approach - even if I am presenting the thinking process to myself!
The main benefit of following questions without a predetermined bias is that you can find your way one step at a time.
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