Whoever wrote this question has a serious grammar problem. The question asks about "an individual" and then refers to this singular antecedent with the plural pronouns "they" and "their."
If the person's behaviors don't match his or her stated beliefs, then some introspection is necessary. The Roman Catholic Church offers confession to help people work through such conflicts.
Assume that an individual engages in behaviors that are in conflict with their stated religious beliefs, and they experience dissonance. What impact might this have on their beliefs? What might allow people to productively resolve that dissonance?
2 answers
http://en.wikipedia.org/wiki/Cognitive_dissonance