Hey. First of all I'm sorry that you are considering ending things so soon. I don't know your situation or the reasons that brought you to this, so I can say little about that, I can only empathize and hope you feel a bit better these days regardless.
I do have to ask one thing, though, how old are you? or if you rather not say specific age just, are you a minor at the moment?
it's just important, but I will answer still
to your question:
If your parents have loved you so far, there is very little you can do to lessen the pain your death would leave behind. It is quite of the most awful feelings out there, and one that usually never leaves. But a note does help, even if just a little. If you at least explain the motives and make clear that you love them and it's not their fault. If religion plays a part there... it's not like you can de-convert them with just a note, maybe state that you die while believing in their faith (true or not) might make it easier for them to believe your soul might be spared. Then again, there is no way to know how they will cope, grieve or process it. So you cannot really assure that, they will hurt a lot regardless. It's really kind of you to take them into consideration while suffering so much you are considering this decision though, you clearly love them too. Like I said, leaving something Does help a bit so... that's as much as you can do I'd say if you were to do this.
And like I also said, I don't know what you are going through, but I can only hope it gets easier to deal with. Big hugs your way <3
