[Ger-Poland-Volhynia] re: surname hennig where do i look?

[Gitzel, Gord]

Hello
	I have recently discovered that my grandfather (Johann Emil Hennig born in
Posjahva (mapquest spelling) near Rivne/Rowne,  Volhynia on 24 Oct 1888 was
not Lutheran
at birth, hence no record in St. Petersburg. Can anyone suggest alternative
records to search
and where I might find them?
Regards
Gord Gitzel
Edmonton, Alberta