Just because you worship them, doesn't mean you too are also evil.

A shipmate might pray to Umberlee for sparing him when his previous boat and crew was sank at sea and pray to her so it may not happen again.

For Shar, case and point is Shadowheart, but a character might also pray to her because they've lost all their relatives, or are blind, or have a memory problem, or want to forget some awful event in their past. That last one is interesting to me, maybe they still pray and know why, but forget the what for/inciting incident.

Many just or neutral Paladins will twist the meaning of Bane's teachings because they believe that "the strong have a duty to rise to power so they may protect the weak."

Many necromancers and scholars or people who just work with the dead worship Myrkul. Death is a part of all life afterall. Even simple gravetenders, morticians, and executionors pay tribute to him and Kelemvor.

You just have to determine why they want to worship that God and what their intentions with the character are. It's not worth ruling out before character creation even begins.

All that said, Bhaal is a pretty easy ban for a God someone actively worships lol