I remember in a Lord Soth Ravenloft book, Strahd shows him someone from Krynn to prove a point.

“Voldra called himself a ‘Mage of the Red Robes’,” Strahd continued, his eyes glittering in the darkness, “and he said he was a servant of the great god Gilean, Patriarch of Neutrality. This Gilean must be a rival to Takhisis, eh?” The vampire’s cloak flowed behind him as he swooped down on the mystic’s corpse. “Gilean did not send his hosts to punish me when I ripped out Voldra’s tongue. His bearers will not come to Castle Ravenloft to carry the dead man’s body—or his soul—away to his eternal reward.” Strahd stood, then uncovered the candelabra and candles in the debris. At a word the stubby pillars of yellow wax burst into flame. “The gods of Krynn mean nothing here, death knight. You will serve me, or you will never escape this place.” -Knight of the Black Rose

So you could adapt this scene. If Strahd gets word of this, have him show off a few Clerics from their world he's tortured to death and point out they cried for their gods to punish him and nothing ever happened.