My wife and I listened to this episode on the long drive back from a music festival this weekend. The podcast caused great discussion in the car, making the miles go that much faster.
Jessica thinks that Wolfe didn't have the new messiah being born to one of Zozz's people because it would have overly complicated and lengthened the story. I agree.
It got me to thinking about what Wolfe's inspiration might have been. Then I remembered that National Lampoon had an infamous cover of an alien crucifixion done by Frank Frazetta. The question is, when did it appear? A little research showed that it it was probably on the streets in May 1972. La Befana appeared in the January 1973 issue of Galaxy; probably too soon after the Nat Lamp issue for it to have been an inspiration--unless Frazetta let Wolfe see it before publication. Nah.
Here is the National Lampoon cover.