It depends: When looking at general cultural development, and the structure of existing religions, we can make out a single connecting thread that could be helpfull in answering the question: The harder something is to explain, the more likely it is, that someone will accept a incomplet or wrong explanation.
Also a thing to keep in mind: You don't have to convince the smartest minds of each generation, just the majority.
Even popular fiction has, by now, accepted that a electrical torch probably wouldn't impress any but the most simple of civilizations, but there are other things which are far more likely to impress older civilizations, especially if you are willing to put on a good show.
Wireless communication: Invisible, instantaneous, and almost no way for a primitive civ to understand it. This one probably will net you at least the title wizzard, or a quick burning at the stake.
Big Loud Machines: The bigger and louder the better. You'd probably have to cheat a bit, only showing of the machine at night, or during dense fog, in order to maximize the shock value of facing for example a loudly roaring attack helicopter.
Advanced Chemistry: Even nowadays you can form a moderately sized cult provided you have enough drugs. If you have access to something airborne, all the better, you can form the next temple of Sybils.
Or to sumarize: Sufficient tech actually puts you on a power level far above what is possible during the times, and power is always a good nurturing ground for faith.
But these are all just theoretical scenarios. What lends credibility to the idea, are three things: - Cargo Cults - Folklore - Religion
Cargo Cults are a very real life example of a "mundane" thing, taking the guise of something ritualistic and supernatural. But it also shows, just how disruptive the influence of your knowledge/technology has to be to actually create such an effect.
Folklore is a nice little account, of just what people are willing to believe in/ what people don't bother to question cause it works.
Religion... 111
Hoh boy... I kind of like one of the ideas <PERSON> throws arround from time to time: For most people faith was probably not a thing of burning passion, but a sort of background noise, daily rituals and small gestures ingrained in your culture, but not neccessarily backed up by true belief. This also makes it that much harder to dispell such beliefs. Any new contender on the block, trying to pose as a god, probably would have to go up against decades of social inertia if he doesn't manage to integrate himself in this culture. If he does however... well, let's just say, that there are still people who believe that all of humanity descended from two people, even today. 72