Why were the villagers and the axe-wielding hitman brothers crawling towards a shrine?

They are visiting a shrine of Santa Muerte (Saint Death). In Mexico, she is a popular folk saint/deity who is the patron saint of (among other things) drug dealers and smugglers, and is often invoked to protect against violent death. Traditionally, a worshiper would crawl on his knees on his way to visit the shrine.

From an article in National Geographic:

"In Mexico, the practice of Catholicism among the poor and desperate often involved crawling long distances on one's knees ... if God's favors were received." ("Vatican in a Bind About Santa Muerte")

How this relates to the episode as a whole is open for speculation, though what makes the most sense to me is that the brothers were hoping God would protect them in their mission to cross the border into the United States to kill Heisenberg.

I'm currently watching this episode and searched for further explanation.

My thoughts are that many of the customs of "worship" if you will, of the indigenous people of Mexico where commingled with Catholicism as the country was conquered by Spain.

At the time of Cortez, Catholicism was a welcome and natural fit for these people after undergoing centuries of human and blood sacrifice. Blood made their world go round, if you will.

For Catholism it's all about the Eucharist, or "Body" of Christ. Part of the Eucharist as well is the "Blood" of Christ. Mexico's indigenous people, at the time, embraced this conversion favorably, since it contained a common theme of "Sacrifice". And certainly a much preferred way of worship.....

Many indigenous customs, however, were blended with Catholicism. Part of why Mexico has such a violent and fascinating history. Skulls still represent death in Mexico, but there are far worse things than death to Mexicans. I have to say, Tuco's cousins are some scary and intimidating fellows....

In Chimayo New Mexico there is a similar shrine called El Santurio in which thousands of Catholics have made a pilgrimage of suffering as a show of faith in return for their prayer to be answered. Usually one's prayers are for someone sick, or off to war. Every Easter on Good Friday thousands make their pilgrimage of faith.