Saying "people in this time period are persecuted for their religion" implicitly limits it to Western democracies unless you specifically are talking about something else.

Spain was certainly a democracy at the time this prosecutions were happening, granted it was engaged in a civil war, but it was the democratic side whose partisans were doing the prosecution. Furthermore, "Western democracies" wasn't a stable category during the period in question, so it was perfectly reasonable for a religious person living in a western democracy to worry that his country would stop being democratic shortly.

Furthermore, the existence of laws implies persecution. If school prayer is compulsory, that means that people in schools are punished for not praying or have to pray against their will for fear of punishment.

So can you cite an example of someone being imprisoned or executed for refusing to engage in school prayer?