You could file a reverse complaint for religious discrimination/ harassment, but then you would be stooping to her level.
Pull her aside and discuss the appropriateness of playing music that others find offensive or not pleasing.
If that doesn't work bring up music at your surgery section meeting (or whatever you call it at your place) and come up with a policy about appropriate music in the OR workplace, nurse managers love drafting and enforcing policies.
Religious music is not appropriate IMHO anymore than it would be appropriate for me to play some of the harder stuff that I occasionally enjoy (Marylin Manson, Korn, Alice in Chains, Slipknot). There is one crew that I work with that has very similar music tastes and we will rock it out, but I will tone it down if one of the other nurses/ techs is in the room.
It is ridiculous that we have to have a policy to enforce consideration of other people, but that is what this world has come to.
- pod