Not a Diogenes for certain. He was a shit stirrer not a person trying to trick people into being good.
But we do have a fair amount of realistic stories about the founding of one major religion that don’t require miracles to explain: Buddhism. And from the sounds of it Siddhartha Gautama was a member of the familial elite born to a life of luxury who was still not happy, he attempted asceticism as a means to fill the hole in his heart but found it too to be unfulfilling. Then he began developing a philosophical framework and set of techniques which sought to resolve the issue as he came to understand it, and when it helped he spread it. I believe he knowingly used metaphor that would’ve been understood by many of the people of his time and place as well as placing it within the religious framework of the Hindu society in which he lived.
That doesn’t explain the earliest religions but for those I look to animism which just kinda makes a lot of sense to many people. It’s a natural consequence of applying empathy to all things. But Buddhism does explain how religion evolves from a framework with which to understand the world into a framework with which to understand oneself and to tell people how to act. We could also look at early Judaism which seems to be more rules for social harmony and for survival in a less than hospitable location.