The proto-Inkling G. K. Chesterton is Christian overtly in his non-fiction and more subtly in the post-conversion The Man Who Was Thursday and the Father Brown stories and the poems. Hillaire Belloc (a Catholic in life like Chesterton) I don't know a lot about.

Of the Inklings (I know the least about Tolkien), C.S. Lewis is obvious, Dorothy Sayers can be Christian in her non-fiction (and by association in her translation of The Divine Comedy) but her Peter Whimsey novels aren't overtly religious. Charles Williams is definitely spiritual but not blatantly Christian. For a supposedly Christian group, they're not preachy. The non-Inkling T. S, Eliot is more Christian and pushy than the lot.

The only writers who are clearly denominational are Chesterton and Belloc.