The above post by 834 touches on what i was about to comment on....
God, not matter what name or path one approachs/worships Lord with..is one and the same. Krsna IS Jesus....or Buddha...or whatever Diety one wishes to relate to Spirit as. George appreciated Lord in all his various forms, which many beleif systems in the West tend to discourage. Just a observation. In the primary path George seemed most interested and inspired in, the teachings tended to stress God being in many forms and in all things.
I think the 'rumour of conversion to Christianity' in question may have stemmed from someone, perhaps a journelist or observer, assuming Mr. Harrison had 'converted' when noting items or expressions more closely associated with that path in the West. Many would assume such if not aware of the concept of Spirit being omnipresent in all forms.
George was most certainly very accepting of God in all forms and often expressed that acceptence, not just in interviews and his music, but every action in his life at times. He found the organized religions distasteful to some degree mainly due to the practices that seemed to conflict with what said religious paths were focusing on or trying to teach. He took the best elements of several beleif systems and placed them together to create the best path for his Self to communicate with God. This was talked about in a interview he did when commenting on his impressions of being introduced to Catholic beleifs when he was young...what he liked, and what he found not in tune with what the message really was supposed to be about ( which he peiced together later).
George figured it out...and like an ant, took away the grains of sugar and left behind the grains of sand. A wise man indeed...