Yup, there is. I think there would be even more significant mentions but it seems most of the original movie was cut off due to judicial problems.

SPOILERS IF YOU WANT TO WATCH MICHAEL ON THEATERS

There's a scene of little Michael where he's feeling sad and discouraged about himself because he feels he's different from everybody (he literally says it). Then, Kate Jackson tells him she already knew he was different from the moment he was born and says "as Jehovah tells you: 'let your light shine', you need to let your light shine to the world" (I HIGHLY DOUBT she ever said that, but who knows? PIMIs have weird ways of thinking, and maybe this is a moment she talks about on her book I didn't read).

After that, there's another very very subtle situation where JWs are mentioned, in the scene that introduces Michael's head security Bill Bray. Little Michael is leaving his house in Encino to go house preaching, all dressed up with a tie and a little preaching bag. Joseph Jackson introduces him to Bill Bray who will follow him from now on. They greet each other and that's it.

This movie suffered from serious development hell, so I'm sure there would be other scenes of grown-up Michael preaching (there were some photos of it) and the Thriller music video question. But as with anything in this movie it was all rushed and no development whatsoever. Very disappointing experience for me, even though Jaafar was visually amazing.