HERESY. A common word on the internet these days, mostly because its fun to say, and partially because its used commonly in the Warhammer 40k universe. But what exactly are heretics? Do they necessarily even exist in fantasy worlds? How can we better understand the way heretical movements functioned, what made them heretical, and why there were no heretics in diffuse religions? Well, we can examine the topics of orthodoxy and orthopraxy.
Orthodoxy — Right Belief.
This is a central tenant of the Catholic Church which was pushed to the fore by the co-opting of the previously underground church infrastructure by the Roman Empire. Orthodoxy reflects a necessity that everyone believes the same thing. Heresy (from the Greek root "to choose") cannot exist without a strong strain of ortho doxos, straight (or right, or true) belief. Thus, the presence of an orthodoxy inevitably hereticizes all other forms of belief. While this need not be universal and all-encompassing (There is only the One True God vs. When you worship this god, you must do it with this belief) but it tends to be.
Thus, one of the key elements to forming heresies is orthodoxic requirement in the faith. But orthodoxy requires other things to prop it up and promulgate it. They are (I) Centralized Authority, (II) Systems of Dissemination, and (III) An Orthodox Canon.
(I) Centralized Authority. In order to determine what qualifies as part of the orthodox canon and to administer the faith, some form of central authority is required. If a faith has no governing body, it cannot enforce orthodoxy. This can be a non-permanent assembly of all temple-leaders (such as a synod, convened to discusses matters of canon law and determine what does and does not fall under the rubric of the orthodoxy), a permanent position (such as the one held by the Roman Emperor, who could convene and threaten synods), or a permanent council (such as the rabbinical and Levitical councils which dominated Jewish faith). In any case, the central authority must pick and choose what belongs in the faith and what constitutes "right thought." If a faith is massively decentralized and has no overarching authority, it will be subject to many more permutations and local changes.
(II) Systems of Dissemination. Cathedral Schools, Rabbinical Schools, training centers, and public masses serve as systems of dissemination to the masses and the priesthood. Most pagan ceremonies of the ancient world took place in private, hidden from the regular laity, and training of priests was a secretive task that was performed in the sanctum sanctorum. But for a strict orthodoxy of correct beliefs to thrive, these training methods must be made open to scrutiny so they can be corrected. These channels are also required to transmit the central authorities version of the faith so they can be reproduced in the lower orders.
(III) A Canon. This isn't as strict a requirement as the others (though it is possible any or all of the three could be circumvented by processes I'm not thinking of at the moment) but it serves to cement orthodox practice. The canon doesn't just include holy writings or teachings, but also usually many crusted-on exegetical practices and treatises which help explain the original holy work. The Catholic example of this is the writing of the Church Fathers like Origen, Augustine, and Jerome, which explicates biblical writing and cemented it as a single strain of orthodoxy in the Late Antique Church, which chose certain interpretations over others.
Orthopraxy — Right Action.
Polytheistic Classical Antique religions are much more likely to be interested not in what their worshippers believe (because who cares?) but rather what they do. If you burn an offering to a god because you want something, you are participating in an exchange. The god may literally "eat" the incense and smoke of the offering as a form of sustenance (perhaps why more prayers make gods stronger) or it may be symbolic. However, the control of belief is much less important than the control of actions. Temples want sacrifices, they want loyal worshippers who will make the right choices, and they rarely care if someone believes something outside their faith. You think Mars can fix your house? Fine, we don't think so and we won't make the sacrifice to him on your behalf, but that's your business.
Thus, it is clear that without the trappings of Orthodoxy, heresy cannot exist. Extremely variant views may be relatable to heresy within even an orthopratical view (for example, eating the dead in honor of Mars would be disgusting, unthinkable, and awful and a practice to stamp out) but even then, it's not so much the errant belief that is responsible as it is the errant action.
So look carefully over your setting and ask yourself again: can heretics exist?