For some reason, the bibliography of the linked VoxEU article omits this study which did not find the link between religion and happiness to be statistically significant in the Netherlands or Denmark.

I have not had a chance to check the average article quality, so I haven't yet decided whether I think that it's awesome that there is a Journal of Happiness Studies.

I tend to think the general thrust of the top post is a bit odd. Surely it matters why the religious are happier if that is the case. I attribute it to some mix of stronger social ties (this would more tend to explain the result in the study I linked, since social ties in the majority nonreligious Western Europe are less correlated with religious practice) and belief in the just world fallacy (either in the belief that people actually get what they deserve, or the belief in a compensating afterlife). The first explanation has no bearing on the truthfulness of religion; the second weakens its case (Ockham's razor -- the world is unjust is a much simpler explanation than any of the rationalizations presented to make the case for a just world).