According to this article the UK census does not 'officially' recognize any religions and does not define what is or is not a religion, it only lists the percentages of respondents to a given religion, which is how Jedi Knight ended up 'recognized' in the 2001 Census.
The notion seems to be gaining steam though. There are almost 17,500 fans on the movement's Facebook page (as of this posting).
If any band embodies the notion of Heavy Metal as religion (or at least as lifestyle) it's the incomparable Manowar. Here's Battle Hymn, from their 1982 debut album Battle Hymns:
I'd be willing to bet no other band has done as many metal songs about 'metal' than Manowar: Metal Daze, Gloves of Metal, Kings of Metal, Brothers of Metal, The Gods Made Heavy Metal, Metal Warriors, Die for Metal, and any number of songs about swords and steel.
This blog post at the UK Guardian suggests some other musical forms that might also qualify.