Warning: This would probably be among my longest and most technical posts...
I would first look at them in horror, since my parents are actually very good people. Also, I assume that they have never told me this beforehand in my 15 years of living. Then I would determine whether or not I can talk some sense into them.
There are three possible outcomes for this situation:
1. I can easily get them to stop.
2. They are deadset in their ways and I cannot stop them.
3. They are possessed.
If it's 1: I would politely ask them to stop, because it is genuinely disturbing and it bothers me for my parents to be doing this kind of stuff. Chances are, if they really care about me, they will stop. If that doesn't work, I could perhaps try to show them evidence that God/Jesus is the real religion. Then maybe they could change their minds. If not, I can't really do much without further annoying or pissing off my parents, so time to move to Scenario 2!
If it's 2: Okay, this is probably the worst case scenario. I would still stay with them and love them, of course, but I would not get ensnared in their ways, and if it gets particularly bad, I would try to move out ASAP. However...if I suspect that they are possessed...maybe there one little thing I could do about it...
If it's 3: Now, here's the most fun and technical part! First, I would look for the nearest exorcist in my area, then I would call them and tell everything about my situation. If the exorcist agrees to visit my place I would ask him/her how long it would take, and plan accordingly. Now, it's time to go full-on Mission Impossible. Just when the exorcist is about to arrive to my house (When he/she would be <30 minutes away), I would quickly knock my parents unconscious with either sneaking ground sleeping pills in their food or, if it's too late, a nice hit on the head (Hey, I gotta do what I need to do). When the exorcist arrives, I would hand over my unconscious parents, let them do whatever they need to do, pay them, and gently place my hopefully still unconscious parents on their bed, pull up the covers, and I'm done!