Firstly, all religion- even my own- is worthy of mockery. It is a healthy antidote to blasphemy laws that have killed millions of people and be used as tools of the state for repression. Right now, throughout the world, someone is being killed because an individual or State has past judgement on someone who mocked a religion- because apparently God or Allah can't deal with it on judgement day.
Secondly, the producer of that particularly piece has stated it was based on painting of a Greek event, which had centre stage the Goddess that was the Goddess of the Seine River, which is the river of Paris. The fact you mention Dionysus, a Greek Goddess, shows it wasn't about the Last Supper st all. And the Last Supper painting copied the idea of the painting of the Greek festival.