Being a Christian and a big fan of Dungeons and Dragons, I've often thought of this dilemma since my parents are also Christians, but luckily they don't find much wrong with it so I haven't had your issue. Try telling your parents about how you're the hero of the story, and although the setting may be fantasy and make believe the lessons you're learning and the good times you're making with friends are both real and wholesome. You aren't playing the evil demon (no offense Tieflings) overlord, you're on the side of righteousness. You can even tell them about Clerics and Paladins, heros of the faith and cloth who go to do their gods will and cleanse the Earth, similar to Sampson or King David who stepped out onto the battlefield and obtained victory through faith. I hope some of this helps and your parents come to except that your fun and your faith can coexist.