You can still kind of do this, The Way of St. James is still a very popular pilgrimage route in Spain and there are other routes in Europe. You hike across Spain with just a change of cloths and stay in these tiny Spanish villages with communal pilgrim inns and good cheap food. You get to meet people from around the world, most of whom are not total tradcath psychos, and walk with them for a whole day. Its also lost some of the religious character, I went with my mom a couple years ago and we are both very lasped Catholics, and we met a decent number of agnostic/atheist people just there to hike or who liked history.