As mentioned above, have the church persecute NPCs that they like.

First you'd need to get the PCs to get attached to an NPC. One of the things I like to do is introduce a lot of NPCs and then keep bringing back the ones the players like. It's good if the NPCs are helpful or provide some valuable service to the PCs.

Let's say the party thief has caught Timmy the street urchin trying to pick his pocket. The thief admire's his moxie and starts teaching him some skills, hoping to make an apprentice out of him. Timmy comes and goes, and sometimes works for the party as a spy or scout in the city.

Then one day Timmy's arrested and thrown in prison.

The PCs go to see him and find out that he's to be whipped in the public square, as it his first offense. Timmy asks them to show up at the punishment as a show of moral support, and maybe to offer him healing once it's all over and he's released.

The party shows up, but before the punishment begins, the local Bishop reads off a new law that states that thievery is now punishable by death. He then has the executioner lop Timmy's head off while the party watches in horror.

If you really want to twist the knife, you can have Timmy tried extra harshly because he pissed off a clergyman or because he found out something incriminating about the church.

Maybe he's tried as an adult, instead of as a kid, and executed because he saw the bishop fondling altar boys.

That should piss them off.