First Zoro rejected God, and said that he would definitely not pray to God, but as the story progressed we can see how Zoro has gradually come to understand how powerless he is without our Lord and Saviour Jesus Christ.
His first step of conversion was to bow asking for instruction from Mihawk, the most pious Christian in the series, who carries two crosses, one small one hanging on his neck, and a big one which is also the strongest sword.
So becoming the world's strongest swordsman has a symbolic meaning, which is to become suitable to carry the cross of Jesus Christ.
Now Zoro is not quite there yet, and he ended up blaspheming by saying he would become the King of Hell, which is why an angel of death came to send him to the purgatory, so he will first have to repent for his sins before being allowed to leave it and resume his journey on Earth.
And it's no coincidence that his rival is Sanji, who invokes the name of the devil in his attacks.
That's because Sanji symbolizes the devil himself as he stands obstructing Zoro's way to Heaven.
People are expecting Mihawk to be Zoro's last opponent in the series, but his real last opponent will actually be Sanji.
The two will fight in the end, and Zoro will lose the fight. And as he loses it he will recognize once and for all that he is weaker than Sanji, so alone he cannot defeat Sanji.
So in order to defeat Sanji, Zoro will have to bow his head for the second time, and this time it won't be to Mihawk, but directly to God;
Zoro will kneel down, bow his head, fold his hands, and cry praying to God to give him strength to beat Sanji.
And Zoro will have to throw away all his swords, in order to hold the cross of Jesus Christ, which will descend from Heaven and materialize itself in the form of the strongest sword.
And only then, with God's help, Zoro will finally defeat Sanji, and then the gates of Heaven will be open for him to meet the Lord, thus becoming the world's strongest swordsman: Thus becoming a true Christian.