This is the generic problem with having a nanny - you're basically delegating a lot of your role to them. You want them to cook, cuddle, answer questions... i.e. replace a loving parent - but where do you draw the line?
Our last nanny was a JW. She told me at interview - DD was only 1, and as I am also a free-minded liberatarian, and she had been our first choice - I decided we couldn't really disciminate against her and offered her the job, promising to accommodater her religious views.
I have to say I wouldn't employ a JW again. It was ok when she was a baby - I didn't mind rearrangin work to take DD to Xmas parties etc (JW don't agree with Xmas), as I got to do all the fun stuff - but as DD got older it got to be more of a problem.
All Nannies brings religious or cultural convictions to work obviously, but if they are very different to your own and they feel able to voice them, it is a pain in the butt..
I would come home to hear "Nanny X doesnt' like b'day parties" - explain that to a 3 yr old! Or "Nanny isn't allowed to make Christmas pictures, but she can make snowflakes"
Not sure what the solution is.. but I suppose the problem is that I'm all up for free speech - but do you really want a religious zealot/bigot etc raising your child?